The following events are called during the load layout process:
The Docking.PaneStateChange event is fired when the state of the pane is changed - this doesn't include when closed (but you are right that it should be called as this is a change of the state).
In order to find out that a pane was closed you could hook-up to the Close event of the Docking control. It is fired when a was closed.
Hope this helps!
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