Python - Windows Shutdown Events

The problem here was that the HWND_MESSAGE window type doesn't actually receive broadcast messages - like the WM_QUERYENDSESSION and WM_ENDSESSION.

So instead of specifying win32con.HWND_MESSAGE for the "parent window" parameter of CreateWindowEx(), I just specified "0".

Basically, this creates an actual window, but I never show it, so it's effectively the same thing. Now, I can successfully receive those broadcast messages and shut down the app properly.

If you don't have a console, setting a console handler of course can't work. You can receive system events on a GUI (non-console) program by making another window (doesn't have to be visible), making sure you have a normal "message pump" on it serving, and handling WM_QUERYENDSESSION -- that's the message telling your window about shutdown and logoff events (and your window can try to push back against the end-session by returning 0 for this message). ("Windows Services" are different from normal apps -- if that's what you're writing, see an example here).