Snippets from my main AutoHotkey script to load scripts from a folder, and close them when the main script exists.

AutoHotkey.ahk

OnExit, ExitSub

;AUTO LOAD SCRIPTS
;==============================================================================
Loop, AutoHotkey.d\*.ahk
{
	OutputVarPID = 
	Run, %A_AhkPath% "%A_LoopFileFullPath%", , , OutputVarPID
	CloseProcessesOnExit = %CloseProcessesOnExit%%OutputVarPID%`n
}

; will need hotkey's or something here to keep the script running, otherwise it will immediately exit and close the auto-loaded scripts

;SUBROUTINES
;==============================================================================
;RUN BEFORE EXITING THE SCRIPT
ExitSub:
	Loop, parse, CloseProcessesOnExit, `n
		If A_LoopField
		{
			; the if statement filters out the last empty value (created by a trailing `n)
			Process, Close, %A_LoopField%
			;If (%ErrorLevel% != %A_LoopField%)
			;	MsgBox, A sub-process could not be closed: %A_LoopField%
		}
		ExitApp

Referenced in a comment here: https://portableapps.com/node/39299