execute code on userform close buton

I came across an interesting issue:
I have a userform with various comboboxes and text boxes and each of these boxes has this simple code:

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(btw ChangesDetected is publicy declared as a boolean)
The code below executes once the userform is closed and if ChangesDetected = True then the code prompts the user with a message box.

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Now comes the interesting part; if i close the userform via a custom close button that uses "unloadme" the code works fine, but if i close the userform via the the top right "X" the code will process the boolean variable. How do i know that the code is ignoring it? That;s because if i put a random message box at the beginning then if i click on the "X" the msgbox will show. For some reason the "X" is ignoring the boolean.
I would really appreciate any help on this.

Thanks in advance!

Hi jaslake,
That is some cool stuff from Leith Ross!
Thanks for sharing
I have one issue though, when the the user clicks anywhere on the userform (not existing objects) and this code is executed:

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it then clears the boolean that was created and then if i click on the "close" button that i created the code again won't execute
The code will execute if i avoid clicking the actual userform but then it will be unsafe.
I tried disabling the userform but that was catastrophic as it disabled all the objects as well
Any ideas?
Thanks!

I forgot to change something in my code, all good now!
The information you provided is very helpful, thanks