Any cancel-able toolwindow closing event and shutdown event for SSMS VSPackage?

Hi,
I have a VSPackage for SQL Server Management Studio.

Are there some cancel-able closing events that allow me a chance to show some dialog and possibly cancel the closing?

For example, something that behave similarly to the non existing "QueryXXXXXXX" versions of these 2 events:
1. dte.Events.DTEEvents.OnBeginShutdown
2. dte.Events.WindowVisibilityEvents.WindowHiding 
would be great for me.

Thanks.