Thanks guys for the response.
I get notified if I close the tracing window first - It is only an issue if I close the App first. My code for closing the app uses HALT CLOSE which is why all the other windows are notified. It is strange - its like the window just gets destroyed. It is inherited from Window so no other code is firing. Only event code that exists is Open and Close.
I think my next step is to force the cleanup somewhere else and then profile why my window is not working right! I will let you know if that helps.
Chris