On-Click of the Yes button, simply add "refresh this current harness" which will close both the modal windows. If there is some operations to be performed before the close means do call "run activity" or "data transform" or "anyother action" before "refresh this current harness.".
Refresh this Current Harness by default it will post the values to clipboard unless we select "Disable submit on refresh" Checkbox. So the Data is not lost unless we select this option.
As I mentioned in the issue, Refresh current harness action feature is also not working at Interaction Service Case Level to close two modal dialog's at once, only its working from local action level with Refresh Harness.
Request to please give a try and help with any other resolution.