Regarding the reason your code isn't working, is due to the discrepenancy between the script name that is being recognized under $script and the script name used in the load command.
Try this version
on *:unload:{
if $script == Core\Core.mrc {
echo 4 -a SYSTEM ERROR YOU CAN NOT REMOVE CORE
}
load -rs Core\Core.mrc
}
I left the $mircdir out of the code purposely, so that the unload event will work and reload the correct file as long as it's in the Core sub-directory.. This means that someone could put it in C:\WINDOWS\CORE and it would still work.
P.S.: You had the 4 for the colour in the echo in the wrong location.