Sorry, this really does not help to explain it to me. Is this something that you’re trying to do on the front end of the site? In the admin?
If you want to open links in a modal on the front of the site then this forum is probably not the right place to ask your question. After a quick search I found a plugin that does this https://wordpress.org/plugins/modal-window/ or possibly https://wordpress.org/plugins/easy-modal/.
You could probably code something custom, but not likely information you’re going to find in this forum https://www.google.com/search?q=select2+select+all+option&ie=utf-8&oe=utf-8#q=WP+open+links+in+a+modal+window
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