How to "listen" to current process exit with native C++ in Windows 10

Question

My application starts a process and I need it to automatically close when the application closes. The application can be closed by the Task Manager, Ctrl + C or some other standard close operation.

I've tried using:

• signal(SIGTERM, callback) from signal.h
• SetConsoleCtrlHandler(callback, TRUE) from windows.h
• atexit(callback) from stdlib.h

But none of them did the job.

Using signal

#include <iostream>
#include <csignal>
void onExit(int sig) {
    std::cout << "sig(" << sig << ")" << std::endl;
}
int main() {
    signal(SIGINT, onExit);
    int n;
    std::cin >> n;
}

Using SetConsoleCtrlHandler

I've copied the code from MSDN

Using atexit

#include <stdlib.h>
void onExit(void) {
    std::cout << "sig(" << ")" << std::endl;
}
int main() {
    atexit(onExit);
    int n;
    std::cin >> n;
}

None of the above solution called the callback when I terminated the application from the Task Manager nor the close button.

What should I do?