Debugging SHDocVw.InternetExplorer.Quit not closin

I think there's no definite answer so how would you approach debugging this problem?:

My main app (a MicroStation plugin) launces IE using the SHDocVw.InternetExplorer COM wrapper, interacts with it, hides it when it is not used (e.g. intercepts when the user closes the window and sets InternetExplorer.Visible to false).

When the main app is closed the plugin closes IE by calling InternetExplorer.Quit but the iexplore process is left running (the IE is hidden at the moment the main app is closed).

What I have tried:

Calling System.Runtime.InteropServices.Marshal.FinalReleaseComObject on the InternetExplorer object after calling Quit
Setting the reference to the InternetExplorer object to null after Quit and FinalReleaseComObject
Making sure the parent managed objects gets GC'd (checking if Finalize is called) before the main app exits
Creating a test console app and trying to reproduce the problem there. E.g. trying to call Quit when IE is in the hidden state. (I could not reproduce the problem, IE gets closed as soon as the app exits)

What is also interesting, I could not reproduce the problem calling Quit within the same main app (MicroStation plugin) but while the main app is running, not in the exit event handling code. When called in that other place Quit closes IE as expected.

Otherwise the InternetExplorer object is opaque to me.

Are there other ways to debug this problem?

Edit: It may be worth noting that the main app creates a UserControl and makes the IE window a child of this UserControl (using SetWindowLong to change the GWL_STYLE to allow the window to be a child and SetParent to set the UserControl as parent). But when the IE is hidden (which it is when the Quit attempt fails) the parent window is set to 0.

Thanks!