Thanks.. I'm aware of that. I didn't design it, I just inherited it. And I really doubt I'm getting sign off to rewrite it.
And.. apparently Message.LongParm will work even if the application does open a window.. except under whatever circumstance were created by my generated test application.
Since discovering that my whole thread here has turned out to be something of a snipe hunt, I finally stopped using test apps and added code to my utility application.
Errorlevel is being set just fine and dandy by setting Message.LongParm in the application close event.
If I'd started there instead of a test application I could have saved myself a lot of headache.