You have no way to know the app is dying, and even if you could detect it, there is no allowance for an any clean up code on an app end in Brightscript. There has been previous discussions and requests about detecting an app end and allowing some minimal time for clean up, but this isn't there and the reasoning from Roku (which makes sense) makes me think it is absolutely not going to happen.
Try/catch is currently your only option to my knowledge, and even it wont detect a reboot level error (a memory overflow for example), or the home button.