>Isn't there a way to stop a long dead loop (scan in this case)? I seem to remember a command like SET BREAK ON that would allow an ESC or Cntl+C to exit a loop but these don't seem to work any more.

Check EXIT command in Help.

Also,

SET ESCAPE ON
ON ESCAPE lStop = .T.

lStop = .F.

SCAN WHILE not lStop 

  IF m.lStop or some other stop condition
    EXIT
  ENDIF

** Do something
ENDSCAN