How to use colorbox inline with drupal_add_js inline while using the form API?

I placed some html in a php variable with

    $my_overlay_html_text = '<div id="my_overlay">...</div>';
  around it.

then, I add this:

drupal_add_js("(function($, Drupal) {
                          Drupal.behaviors.request_help_form = {
                            attach:function() {
                              $('body').append('$my_overlay_html_text');
                              $('body').append('<a href=\"?width=500&height=500&inline=true#my_overlay\" class=\"colorbox-inline\">a</a>');
    
                            }
                          }
                          })(jQuery, Drupal);", 'inline');

I then clicked the link and the page reloads, but there is no overlay from the colorbox module.

I have checked the enable colorbox inline box in the configuration menu.