Trigger executed when closing a page by Esc

Have you played with OnQueryClosePage trigger?

Executes as a page closes and before the OnClosePage Trigger executes.
true to close the page; otherwise false. This value is checked after each function call.

OnClosePage

Executes as a page closes after the OnQueryCloseForm Trigger trigger is executed.
This trigger is initiated by a user action, such as when the user clicks the Close button, or by the CurrPage.CLOSE function being called.
You can write to the database from within this trigger.

Here's a list of Page and action triggers..
https://msdn.microsoft.com/en-us/library/ee414200.aspx