Dan thank you. I found the issue it was in this file: assets/components/mxcalenders/js/web/shadowbox/sa/shadowbox.css and on this line:
#sb-body-inner{position:absolute;height:100%;width:100%;}
I changed to:
#sb-body-inner{position:absolute;height:850px;width:450px;}
I changed it back to percentages, and now it shows fine if you change windows size. With the exact px sizes, it would not allow for the AJAX window to resize, so the X was just hidden from view. Whereas if you use percentages the window sizes according to screen.
Now I have a related issue that has been a thorn in my side, and I have not able to position properly with CSS. In the same window all my items float left against the AJAX window with no padding. I have tried so many combinations in my CSS stylesheet above but nothing seems to work. How can I put about 20px padding on the left and right side of my AJAX window? Sound simple right? Well nothing is working for me even with hard refreshes.