When an orchestration will stop, the bts_OrchestrationDeleted event will be called. There is only one little issue. It is impossible to know which orchestration stopped. We have to get the answer from BizTalk itself, through WMI again, and getting the number of active instance with a given name :

private int OrchestrationInstanceCount(string strOrchestrationName)
{
   System.Text.StringBuilder sb = new System.Text.StringBuilder("SELECT * FROM MSBTS_ServiceInstance WHERE ServiceName=\"");
   sb.Append(strOrchestrationName);
   sb.Append("\"");
   WqlObjectQuery w = new WqlObjectQuery(sb.ToString());
   ManagementObjectSearcher objSearcher = new ManagementObjectSearcher(new ManagementScope(kstrWMIBTSNamespace),
                                                w);
   return objSearcher.Get().Count;
}

If the method returns 0, no orchestration with the given name is still running.

But, warning ! BizTalk needs a bit of time before starting an orchestration and event a file is dropped in a BizTalk receive location, the method will certainly return 0, because the orchestration is not yet started. It would be a good idea to test is there are files in the receive location before dropping new files.