Need to add a GFCI outlet to an existing furnace circuit
You cannot connect there. Those wires are connected to the black and red wires of the feed from the breakers. This is probably a MWBC and these two wires have 240v across them!

You need to connect to the white wire from the breaker panel, as well as either the black or red. This only goes into the junction box and then out to the furnace. Suggest that you add another run from the junction box.