How Does One Close a Web Page (which keeps reloading an error message) Without Closing The Whole Browser (on Safari)

I have Safari open and some unsaved text/work in a couple of other windows. I visited another website and keep getting the same error message pop up, even after pressing the "OK" lit-up button multiple times that indicates which change needs to be made but won't stay closed to make those changes, to close the window or anything else; it just keeps reloading the same error message immediately after I press "OK". So my question is:
Is it possible and if so, HOW DOES ONE CLOSE A (stuck) WEB PAGE WITHOUT CLOSING THE WHOLE BROWSER (in this case Safari)?
(I know I can "Force Quit", etc., but would prefer not to do so, as I will loose the work/text on the other webpage/windows.) Thank you in advanced if you know a work-around or resolution for this issue! 🙂 Error message window screenshot attached.