Alt + F4 hot key disable

Haven't needed it myself however few folks have said using AutoHotKey https://www.autohotkey.com/ with this code attached to it:

#NoTrayIcon
!F4::Return

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from this website: http://www.edugeek.net/forums/windows-server-2008-r2/121900-disable-alt-f4.html

Good luck, should still work and if it is a startup program or something fairly easy to GPO or startup program it.

Or switch off using the Scancode section of your Registry

Switch off F4 key

Windows Registry Editor Version 5.00

[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layout]
 "Scancode Map"=hex:00,00,00,00,00,00,00,00,06,00,00,00,00,00,5B,E0,00,00,5C,E0,00,00,3e,00,00,00,0f,00,00,00,01,00,00,00,00,00

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Switch on F4 key

Windows Registry Editor Version 5.00

[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layout]
 "Scancode Map"=hex:00,00,00,00,00,00,00,00,03,00,00,00,00,00,00,00

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Just a comment:

I'm not sure whether ignoring ergonomics and disabling the default UI interaction will make users happy or not.

Whats to stop them using the X at top right rather than Alt-F4? The X does have limitations, for example in Excel it closes the file rather than the application if more than one file is open.

If you like Mike's suggestion but are not familiar with the AutoHotkey language, this EE article will get you going on it:
AutoHotkey - Getting Started

Since you'll be rolling it out to all your users, you'll want to compile it into a stand-alone executable (an EXE file) so that you don't have to install AutoHotkey on their computers. That article explains how to use the AutoHotkey compiler to create an EXE.

AutoHotkey is a very robust language for Windows (and MS Office) automation. It exposes many elements of the Windows API in an easy-to-use language and has native support for COM (Component Object Model) calls. If you wind up liking AutoHotkey, these other EE articles and video Micro Tutorials provide somewhat of a mini-course in the language, each with some sample code:

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Good luck with AutoHotkey...it's a great language to have in your IT toolkit. Regards, Joe

Our users have new laptops with samll keyboards, some usesrs have been hitting this combination of keys by mistake and clicking not on the save prompt.

And clicking on the close X? The problem is users not saving. Enable automatic saving

and clicking not on the save prompt.

Heck !!
Users have a prompt and intentionnally click "No", not much you can do with software solution as this is a human behavior that need to be changed in the first place.

Plus, I'm nowhere near convinced that disabling a standard Windows feature for the convenience of a few users will make the majority happy.

They loose their work, their loss. Scowl at them / educate them.

You can do this for specific applications like this so alt+f4 still functions everywhere else.

#IfWinActive ahk_class EXCEL.EXE
!F4::return

#IfWinActive ahk_class WINWORD.EXE
!F4::return

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This will stop alt+f4 from closing word or excel.

Or this way.

#If WinActive("ahk_exe EXCEL.EXE") or WinActive("ahk_exe WINWORD.EXE") or WinActive("ahk_exe PowerPnt.exe") 
!F4::return

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