What I need to know:
I would like to detect when a the main thread (process?) terminates so that I can ensure certain actions are performed before i
ie. guaranteed to be called and have unlimited time to finish?
Unfortunately, NO option is going to have unlimited time, and be guaranteed. There is no way to enforce this, as many things can happen. Somebody tripping over the power cord or a forced termination of your program will prevent any option from giving you adequate time to handle things.
In general, putting your logic at the end of the Main routine is probably the most reasonable option, since that gives you complete freedom in handling your termination events. You have no time constraints there, and can have the processing take as much time as needed.
There are no guarantees that this will run, though, since a forceful termination of your program may bypass this entirely.