It's not the case if they are interfered with Dolphin via iframe.
The fact here is that these scripts are installed on your server and operate with Dolphin closely. And in case one of them has exlpoit and would easily get to Dolphin folders with 777 permisiions and upload scripts.

Perhaps, the security hole is in one of these scripts. Please turn to support team of vendors of the scripts you are unsing to see if they have any information about any kinds of exploits. Probably, if there are any see more they can offer you fixes or updates.