Hello Edward, John, Franz, Dragan, Ed.
Edward, adding CLEAR EVENTS did not resolve the error. I should have explained this is actually a 2.6a application which I have 'functionally' converted in VF6, that is to say, it is not using the new visual model and there is no READ EVENTS code in the app. After further experimentation, I've managed to quit my app without getting the now legendary Fatal Exception. I've basically modified the original block of code so it now looks like this:

CLOSE DATA
CLOSE ALL
*CLEAR ALL
RELEASE ALL
RELEASE WINDOW
ON KEY
ON ERROR
ON SHUTDOWN
SET SYSMENU TO DEFAULT
SET HELP ON
SET EXCL ON
clear memory
clear windows
QUIT

I've remmed the CLEAR ALL statement because the debugger showed that it was executing the Unload event of my top-form. At the end of this block, I temporarily put DISPLAY MEMORY and DISPLAY STATUS before the QUIT command which showed that all my declared vars had been released, with just the system vars still assigned. I wonder, does this look a reasonable solution?