Icegram does allow embedding inline JS or CSS. But you need to use the “text” tab in WP editor. If you switch to “HTML” tab, WordPress messes up the JS/CSS code you’ve added.
Additionally, any JS code you add, will be executed on page load. So if you want delayed execution, you’d need to tap into Icegram’s JS events or do something when a button / link is clicked within an Icegram message.
HTH.