Control cascaded window close

I'm wondering if someone can help me with a problem I have.   In setting an applicat window to be master and another application window to be slave I find that everything works as expected:   if I close the main window the secondary window closes as expected.

But if I cascade windows and add a tertiary window I cannot seem to control the close if the first window is closed.   When the third window is opened I am following the same procedure and setting that (secondary) window to be master and the third window as slave.   I think that is resetting everything so that the second window no longer closes as expected if the first window closes, nor does the third window.  

To generalize: how should you manage controlling a hierarchical stack of windows that all need to be controlled by any window above them in the hierarchy?

Thanks in advance for any assistance!

Karyn Hurley