Hi,

Kindly suggest me any solutions or reference links regarding how to load out of the box javascript function for deleting list item
in CEWP so that when deleting list item, delete confirmation pop up have to trigger with custom message and also need to place custom code in OK button.

You can replace the delete button with your own. In your own button, apply the same icon/styles as the default delete button. More details https://msdn.microsoft.com/en-us/library/office/ff407619%28v=office.14%29.aspx.