In case anyone is interested, I'm attaching an ancient and somewhat janky patch that I made ~10 years ago for the native dialogs addon. I apply this patch every time I build a new version of Allegro.
Without this patch, al_show_native_message_box running on Windows cannot make dialog boxes with custom button names. With the patch, it can - but they look bad. Message boxes without custom button names are unchanged.
The reason the custom button dialogs look bad is that my implementation uses the 'system' font rather than the usual message box font. And the reason for using the system font is that I don't really know anything about the win32 api, and I was just trying to make something that worked! At the time I was writing the patch, this was the best I could come up with. (It is certainly possible to get the right font with some more code; but it isn't totally straight forward.)
In any case, feel free to use it, or not use it. I personally use it for showing debug messages, and nothing else; so I don't really care what it looks like anyway.