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Same. Just found:

https://addons.mozilla.org/en-US/firefox/addon/ctrl-shift-q-...

https://addons.mozilla.org/en-US/firefox/addon/disable-ctrl-... (not yet reviewed)

If you're on OS X, you can override per-Application shortcuts to achieve the same effect. Not sure about other OSes

Does anyone know of such an extension for Chrome and Alt-F4? Chrome seems to handle that all by itself on Debian, which is silly because my window manager doesn't use that for "Close Window".

It's worth letting the addon author know if you haven't already.

I think you can set that in `about:config` without a plugin

If you set browser.showQuitWarning to true (also make sure browser.warnOnQuit is true; that should be default) it will show a dialog to confirm if you want to quit. But if you check the box "do not show next time" it will set browser.showQuitWarning to false.