If you have no control over the page that’s loaded in the iframe, then you cannot redirect the links in that page. The click might look like it is done in your parent page, but it’s really happening in the site/page loaded in the iframe.
The one option I see for the moment is to overlay the iframe with a transparent layer that takes over the click. Then it will appear as a click in the iframe goes to the url you decide, as the overlaying box is on the iframe’s parent page.