Excel VBA detect change to non-Excel window

Is there a way to use Excel VBA to detect when the user changes to another application window ( not an Excel window )?  

The Excel app may or may not have a userform active at the time of the switch.  

I have tried the workbook_deactivate event and found that it seems to fire only for a change to another workbook but not to another application.  

This is code I have tried -

Private Sub Workbook_WindowDeactivate(ByVal Wn As Excel.Window)

  Dim f, fc, fl, fs, count, NewFilePath
 
  'check for existence of file in folder LatestTestfile
  Set fs = CreateObject("Scripting.FileSystemObject")
  NewFilePath = ThisWorkbook.Path & "\LatestTestFile"
  Set f = fs.GetFolder(NewFilePath)
  Set fc = f.Files
  count = 0
  For Each f1 In fc
    count = count + 1
  Next
  If (count > 0) Then
    If (InStr(1, ThisWorkbook.Name, "console") > 0) Then
      MsgBox "A test has not been logged.  Complete the log entry before leaving the console window"
      Wn.Activate
    End If
  End If
 
End Sub