Just for interest, start Mach4 as administrator. I set it up YEARS ago to run as admin on the advice of an admin here named Byranna, and have just been doing that since. Just right click the desktop shortcut, click Properties, on the Compatibility tab, check Run as Administrator. From then on, you'll have to click the confirmation box when it starts!!
In case you don't know, screenscript.lua is the file that is compiled from all the other bits of LUA code in Mach4 on startup. It is complied anew every time you start, so maybe that's why the error when closing the program is not interfering.