Yes, there is such event. It's called
OnEvent_ChatWndContactRemoved, and it gives you a ChatWnd and the e-mail address of the contact who left as parameters.
Example:
code:
function OnEvent_ChatWndContactRemoved(ChatWnd, Email) {
Debug.Trace(Email+" has left the chat with handle "+ChatWnd.Handle);
}
You can use the Email to check which contact left and do some things with the chat window or something... That's up to you.