"It also suggests to me that waiting for the OnPortClose Event might be the way to synchronise it all & avoid problems?"

I have now tried this, and it does seem to work:
I use the OnPortOpen Event(s) to increment a 'number of open ports' counter, and the OnPortClose Event(s) to decrement the counter;
I don't let the Application exit until the number of open ports is zero - ie, everything is properly closed!

I'd be interested to hear if this sort of approach does solve your problem.