“Are you sure you want to discard the selected projects? Yes / No”
That seems pretty clear to me.
Windows, macOS and Linux each provide a standard set of dialog buttons. WxWidgets (used by Audacity) is a GUI toolkit that provides access to those standard widgets, so that Audacity uses platform specific widgets. “Yes” and “No” are standard buttons on all three platforms, (though they look a bit different on Windows to macOS to Linux). I believe that it is possible to create custom dialog buttons, but creating a custom dialog button that looks like a Windows button on Windows, and looks like a macOS button on macOS, and looks like a GTK button on Linux with Gnome, and looks like a QT button on KDE, … but it is not trivial to do so - a lot of work for something that is already pretty clear.