Please help us help you and fill where relevant:
Your LimeSurvey version:  3.17.0+190402
Own server or LimeSurvey hosting: Own
Survey theme/template:  github.com/toolsforresearch/TFR-retro
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I will apply a questionnaire in Portuguese, however the exit "exit and delete answers" message is in English. How can I edit it?

You would need to create a modified .po file where the translation is read by LimeSurvey.

You can learn about that here:
www.limesurvey.org/manual/Translating_LimeSurvey

You have an very old LimeSurvey installation. Updating to a newer v3 version might have that issue fixed and many others as well.

Here in version 3.27.x
 

And if you find something not translated you should contribute to the translation.
Same login as in the forum.
[url] translate.limesurvey.org/projects/ [/url]