on *:exit: works just fine.
If it doesn't work on your mIRC, that means something else is interfering, or you are simply not doing things right in the on *:exit: event, because no one else has this problem. You should show what kind of code you put in the on *:exit event, and also, don't forget you can't have two on exit events in the same script file, only the first one will trigger.
