If you have FileMaker Advanced, you can modify the menu set installed for that window's layout such that close window performs a script instead of the standard menu action. That script can end with a Halt Script step to halt any and all paused scripts.
Brilliant! I tried doing this with "Exit Script" not knowing the difference between that and Halt Script (now I do know) and it didn't work, I'm glad I had the right idea though. Thanks so much for the help.