Interceptor of console shutdown event. Could give you 5 sec to cleanup your mess (make some logging) before OS kills app.

ConsoleShutdown.cs

public class ConsoleShutdown
{
    [DllImport("kernel32.dll")]
    private static extern bool SetConsoleCtrlHandler(ControlEventHandler e, bool add);

    public enum ConsoleEvent
    {
        CTRL_C = 0, // From wincom.h
        CTRL_BREAK = 1,
        CTRL_CLOSE = 2,
        CTRL_LOGOFF = 5,
        CTRL_SHUTDOWN = 6
    }

    public delegate bool ControlEventHandler(ConsoleEvent consoleEvent);

    public event ControlEventHandler ShutdownEvent;

    // Save delegate so the GC doesn't collect it.
    // ReSharper disable once PrivateFieldCanBeConvertedToLocalVariable
    private readonly ControlEventHandler _eventHandler;

    public ConsoleShutdown()
    {
        // save this to a private var 
        // so the GC doesn't collect it...
        _eventHandler = Handler;
        SetConsoleCtrlHandler(_eventHandler, true);
    }

    private bool Handler(ConsoleEvent consoleEvent)
    {
        ShutdownEvent?.Invoke(consoleEvent);
        return true;
    }
}