Need help to connect to External site with Custom Actions

I have created a custom action, with url target=popup, URL=https://mcstaging.sampledomain.com

We have added this Custom action to appear in QuoteLine editor.

When we click on it, we dont see the popup window is loaded. In debug we see the below error message and attached error. Kindly suggest.

Refused to frame 'https://aagsci--dev.sandbox.lightning.force.com/' because an ancestor violates the following Content Security Policy directive: "frame-ancestors 'self'".