Whew! After about 6 hours of constant debugging and testing in VMWare I finally managed to find the cause for a problem that prevented Windows from shutting down if my Application was running. The solution is very simple, in my case at least. Basically I had one component that used AllocateHWND to create a handle. In my WindowProc I didn’t have a call to the DefWindowProc, so the WM_QUERYENDSESSION didn’t get handled properly.

So as a tip to everyone who has this issue, scan you sources for AllocateHWND and check that the DefWindowProc is called.

procedure TMyComponent.MsgProc(var Message: TMessage);
begin

  // Do you stuff
  case msg.Msg of
    WM_USER + 1: ShowMessage('Do some stuff');
  end;

  // Handle default messages
  Message.Result:= DefWindowProc(fMyHandle,
                                 Message.Msg,
                                 Message.WParam,
                                 Message.LParam);
end;