How to user Jquery s Plugin Mondial relay in react js properly

I am a MERN Developer trying to implement Jquery's Plugin "Mondial Relay" in my react app for a big size project on client's demand. But the problem is that the plugin is NOT working in react app and giving error

MR_ParcelShopPicker is not a function

while it works on developer tools' console

I've prepared a codesandbox for this

I have also includes mondial relay's script in Index.html

<body>
    <noscript>
        You need to enable JavaScript to run this app.
    </noscript>
    <div id="root"></div>
    
    <script src="https://widget.mondialrelay.com/parcelshop-picker/jquery.plugin.mondialrelay.parcelshoppicker.min.js"></script>

</body>

the code is :

const MondialRelay = () => {
  useEffect(() => {
    const jQuery = document.createElement("script");
    jQuery.src =
      "https://ajax.googleapis.com/ajax/libs/jquery/2.2.4/jquery.min.js";
    jQuery.async = "true";

    document.body.appendChild(jQuery);

    return () => {
      document.body.removeChild(jQuery);
    };
  });

  useEffect(() => {
    const scriptMr = document.createElement("script");
    scriptMr.src =
      "https://widget.mondialrelay.com/parcelshop-picker/jquery.plugin.mondialrelay.parcelshoppicker.min.js";
    scriptMr.async = "true";

    document.body.appendChild(scriptMr);

    return () => {
      document.body.removeChild(scriptMr);
    };
  });

  const call = () => {
    try {
      /* Run this on developer tools console
      Mondial Relay Dialog will be shown
        $("#Zone_Widget").MR_ParcelShopPicker({
        Target: "#ParcelShopCode",
        Brand: "BDTEST  ",
        Country: "FR"
      });


      */
      $("#Zone_Widget").MR_ParcelShopPicker({
        Target: "#ParcelShopCode",
        Brand: "BDTEST  ",
        Country: "FR"
      });
    } catch (err) {
      console.log(`err`, err);
    }
  };

  (function () {
    // Parameterized the widget
    try {
      call();
    } catch (err) {
      console.log(`err`, err);
    }
  })();

  return (
    <div>
      <Button variant="contained" onClick={call}>
        Call
      </Button>
      <div id="Zone_Widget"></div>
      <div id="ParcelShopCode"></div>
    </div>
  );
};