/usr/share/WindowMaker/exitscript.sh is in wmaker-common 0.95.3-2.
This file is owned by root:root, with mode 0o755.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 | #!/bin/sh
#
# Place commands to be executed when WindowMaker is exited here.
#
# WindowMaker will wait until this script finishes, so if you run any
# commands that take long to execute (like a xterm), put a ``&'' in the
# end of the command line.
#
# This file must be executable.
#
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