At least in 4.3 I don't see anything like that: They're simply blocked, or allowed, depending on the setting chosen, and no messages appear. I wouldn't expect them to, given the setup choices.
Perhaps your explanation lies in your second paragraph? I can't have any idea of what you're talking about there, of course, but the first thing I'd try if I inserted A into a process and X started happening would be to remove A and see if X also disappeared.
Well, not that helpful unless you can determine if that window is coming from Safari or iOS or from whatever the other "3rd party web application" you were talking about.
If you don't want to play in that pool, then assume that iOS and/or Safari are working incorrectly. Your Users Guide has a whole chapter (at the end) devoted to what you do when things aren't going well, generally following the sequence of
- Restart - red slider, then boot up again
- Force Quit apps - either via Sleep/Wake followed by Home, or via Recents Tray
- Reset - hold Home & Sleep/Wake to force reboot
- Reset iPad Settings - Settings > General >Reset
- Erase All Content - same as above
- Restore iPad Software - iTunes or iOS 5 equivalent
You start at #1 and work your way through until the issue you're seeing goes away. If you get through all of the steps and it still doesn't work, you're pretty much out of gas and have to start talking to Apple.
So .. start at #1.