Wrong... As your original post stated, mirc asks to confirm exit when a WM_CLOSE messsage is sent, WM_QUIT is the LAST message a window ever receives.
But you are correct that WM_QUIT should not be used (I just looked it up), WM_DESTORY is the proper place to unsubclass...
WM_CLOSEWM_DESTROYWM_QUITBTW, you are correct, there isn't a realisticly possible way to control "unsafe" dll's, Only DLL's that use my "safe-subclass.cpp" (or equivilant) file will be compatibile. IMHO, it should be part of the Win32 API...