Creating a modal warning for an external link?
A modal cannot exist without JS... no matter how it is triggered.

At best, you'd have the user navigate to an intermediate page, with "Forward" and "Back" buttons. That being said, the UX sounds pretty terrible in that case.

You're actually dealing with conflicting requirements:


Must warn people before leaving site.
Must be non-JS compatible.


Those two requirements will never really be in harmony.