Page error.

The ajax call need handle the server errors like: 4xx and 5xx.
Usualy the 404, 403 errors return blank content and doesn't display corect content like:

The requested page could not be found.
You are not authorized to access this page.

For html content could be used:

$('#TB_ajaxContent').load(url += '&random=' + (new Date().getTime()),function(response, status, xhr) { //to do a post change this load method
if(status == 'error'){
$('#TB_ajaxContent').html(response);
}

in thickbox.js