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I have exactly the same problem and have not found a solution yet, especially since you can't write everything in the exceptions.

Can a user right click on the tray icon and exit it? Does that then allow the session to cleanly logoff? A logoff script may help then. There may be another process it spawns. Process Explorer may help identify that.

Do you use WEM?

we're not using WEM, for now we killed it in the Run key which seems to work

We had the same situation albeit with Excel. We ended up clearing out the run key for our antivirus systray app. LogOffCheckSysModules did not help.

Use WEM and kill it with an executable task at logoff.

There is no logoff when you only close the Application.

But you can use other events to execute a kill task.