public sealed class ApplicationClosingEvent : ArcGIS.Core.Events.AsyncPresentationEvent<CancelEventArgs> 

// There are two ways to prevent ArcGIS Pro from closing
// 1. Override the CanUnload method on your add-in's module and return false.
// 2. Subscribe to the ApplicationClosing event and cancel the event when you receive it

internal class Module1 : Module
{

  // Called by Framework when ArcGIS Pro is closing
  protected override bool CanUnload()
  {
    //return false to ~cancel~ Application close
    return false;
  }

  internal class Module2 : Module
  {
    public Module2()
    {
      ArcGIS.Desktop.Framework.Events.ApplicationClosingEvent.Subscribe(OnApplicationClosing);
    }
    ~Module2()
    {
      ArcGIS.Desktop.Framework.Events.ApplicationClosingEvent.Unsubscribe(OnApplicationClosing);
    }

    private Task OnApplicationClosing(System.ComponentModel.CancelEventArgs args)
    {
      args.Cancel = true;
      return Task.FromResult(0);
    }

    // cref: ARCGIS.DESKTOP.CORE.EVENTS.PROJECTOPENEDEVENT
    // cref: ARCGIS.DESKTOP.CORE.EVENTS.PROJECTOPENEDEVENT.SUBSCRIBE
    // cref: ARCGIS.DESKTOP.CORE.EVENTS.PROJECTOPENEDEVENT.UNSUBSCRIBE
    // cref: ARCGIS.DESKTOP.FRAMEWORK.CONTRACTS.MODULE.INITIALIZE
    // cref: ARCGIS.DESKTOP.FRAMEWORK.CONTRACTS.MODULE.UNINITIALIZE
    #region How to determine when a project is opened
    protected override bool Initialize() //Called when the Module is initialized.
    {
      ProjectOpenedEvent.Subscribe(OnProjectOpened); //subscribe to Project opened event
      return base.Initialize();
    }

    private void OnProjectOpened(ProjectEventArgs obj) //Project Opened event handler
    {
      MessageBox.Show($"{Project.Current} has opened"); //show your message box
    }

    protected override void Uninitialize() //unsubscribe to the project opened event
    {
      ProjectOpenedEvent.Unsubscribe(OnProjectOpened); //unsubscribe
      return;
    }