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:

Private Sub CustomerBox_Change()
ChangesDetected = True
End Sub

(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.

Private Sub UserForm_QueryClose(Cancel As Integer, CloseMode As Integer)

Windows("LorecsDataBase").Visible = True

If ChangesDetected = False Then
    DataBaseWb.Close False
    Exit Sub
ElseIf ChangesDetected = True Then
    If CanUndo Then
        Dim strPrompt As String
        Dim strTitle As String
        Dim iRet As Integer

        strPrompt = "Changes were made to this contact. Would you like to close without saving?"
        strTitle = "Message"
        iRet = MsgBox(strPrompt, vbYesNo, strTitle)
    
        If iRet = vbNo Then
            Cancel = True
        End If

        If iRet = vbYes Then
            DataBaseWb.Close False
        End If
    End If
End If

With Application
    .EnableEvents = True
    .ScreenUpdating = True
    .Calculation = xlCalculationAutomatic
End With
End Sub

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:

Private Sub UserForm_Activate()
  DisableCloseBox
End Sub

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