I have been looking at editsource to see it it gives you some better options. Doesn't really look like it.

If you could figure out what event fires when you click on the close button you could use bindevent() I can't seem to bind to either a modify command window or an editsource() window.

Here is the code I was attempting:

*!* first way
define window test from 2,1 to 13,75 title 'Output' name lotest ;
  close float grow zoom
oHandler=NEWOBJECT("letitgo")
BINDEVENT(lotest,[destroy],ohandler,[goodbye])
BINDEVENT(lotest,[deactivate],ohandler,[goodbye])
BINDEVENT(lotest,[activate],ohandler,[goodbye])
lotest.activate && binding fires, just wanted to be sure
modify command ? window test && still asks

*!* What events might there be for editsource() ???
EDITSOURCE('conversation.prg')

return .t.

define class letitgo as relation
  function goodbye
    SET STEP ON 
    keyboard '{CTRL+W}'
  endfunc
enddefine