Close GUI but continue script in AHK - autohotkey

Question

I'm trying to have a gui close but leave the script running. This is because I want to do other actions if the user chooses to escape the GUI by either hitting esc or simply clicking the 'X' in the upper right. I don't understand how I would leave the script running but close the gui. GUI close doesn't seem to do anything when clicking esc or the X. I've scanned through the GUI docs and cannot figure it out. They always run exitapp, but I'm not ready to exitapp, I need to do other things.
Gui, Add, Text, ,To cancel, press ESCAPE or close this window.
Gui, Show, w320 h80, Downloads
GuiClose:
GuiEscape:
; Continue on to do other things here!!!!
WinActivate ahk_exe notepad++.exe
; do things...
exitapp

Answer 1

What you're describing sounds like what I wanted to do, too. It was a lot of slogging and piecemealing but I think what you are looking for is Gui, Cancel Take a look at the code below and see if that doesn't solve your problem.
It doesn't use ExitApp and it doesn't destroy the window if you want to pop it up later. You'll have to figure how to place the rest of your code, but I believe this is what you are asking.
;Set the GUI window
Gui, Add, Text,, Hit Escape to Clear window when it is active
#F9:: ;show the window with WindowsKey-F9
Gui, Show,
return
;set the escape key to clear GUI window
GuiEscape: ; Note: single colon here, not double
Gui, Cancel
Return
It's a little trickier if you have multiple GUI windows. You must name each:
;Set the two GUI windows. In example, First is labeled as FirstGUI and second as SecondGUI. Notice how you separate with single colon.
Gui, FirstGUI:Add, Text,, Hit Escape to Clear FirstGUI window when it is active
Gui, SecondGUI:Add, Text,, Hit Escape to Clear SecondGUI window when it is active
#F9:: ;show the two windows ("xCenter y700" is used to prevent the windows from stacking.)
Gui, FirstGUI:Show, xCenter y700, Window Title of First GUI
Gui, SecondGUI:Show, xCenter y900, Window Title of Second GUI
return
;set the escape key to clear for each Gui independently.
FirstGUIGuiEscape: ; Note that you must add the Gui Name (FirstGUI) to the beginning of the "GuiEscape:" command and also name it in the following:
Gui, FirstGUI:Cancel
Return
SecondGUIGuiEscape: ; And here you must add SecondGUI as noted above.
Gui, SecondGUI:Cancel
Return
Answering a little late but hope this works for you or someone else!

Answer 2

They assume in the documentation that by clicking x, you'd want the script to close.
So they show ExitApp as an example.
If you don't want to do that though, of course no need to do it.
I think what you're after is destroying the gui:
GuiClose:
GuiEscape:
Gui, Destroy
return