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ENSEMBLE may have some signal mechanic.

BUT at Caché level you still have Special Variable $HALT as the last chance handler.
all details https://docs.intersystems.com/latest/csp/docbook/DocBook.UI.Page.cls?KEY=RCOS_vhalt

Most important: 

If you have $HALT set and also have code defined for ^%ZSTOP when a HALT is issued, the $HALT is executed first. $HALT can prevent the termination of the process, if its halt trap routine does not contain a HALT command.   !!!!