Closing a WPF Application through ActiveX - Does not close properly

Question

I have a WPF Project "ActiveX" that is registered for COM Visibility.It has a class "ActiveX".I am trying to create an object of another WPF Project's "MainApplication" MainWindow

The ActiveX class has two methods 1)Initialize 2)Close

1)Initialize API -- initializes and launches the mainwindow of the "MainApplication" 2)Close API -- Tries to close the instance created by the Initialize API

The problem is:

When the Close API is called the application is not closed completely. That is the Window is getting closed,Yet the thread is running in the background.

Could anyone suggest the proper exit of the Application called as ActiveX

using MainApplication;
//This interface is registered for COM
public interface IActiveX
{
    [DispId(1)]
    bool Initialize();
    [DispId(2)]
    bool Close();
}

//This class is registered for COM                   
public class ActiveX: IActiveX
{
    MainWindow mainwindow;
    Thread thread;
    [STAThread]
    public bool Initialize()
    {
        try
        {
            ThreadStart exeFunc = new ThreadStart(() =>
            {
                Dispatcher.CurrentDispatcher.Invoke(DispatcherPriority.Normal, new Action(() =>
                {
             try
            {
          mainwindow = new MainWindow();
                     mainwindow.OpenWindow();   //OpenWindow()  is the API of the MainApplication 
            }
            catch()
            {}
       }));
            });
            thread = new Thread(exeFunc);
            thread.SetApartmentState(ApartmentState.STA);
            thread.Start();
            System.Threading.Thread.Sleep(5000);        
            return true;
        }
        catch (Exception e)
        {
            return false;
        }
    }

  public bool Close()
    {
        try
        {
            //Application.Current.Shutdown();
            //Environment.Exit(0);
            success = form.CloseWindow();      //CloseWindow()  is the API of the MainApplication 
            Thread.Sleep(2000);
            //thread.Join(15000);
            //thread.Abort();
            //thread = null;
            //mainwindow = null;
            GC.Collect();
            Thread.Sleep(5000);
            return success;
        }
        catch (Exception exp)
        {
            return false;
        }
    }

MainApplication APIs:

    public bool OpenWindow()
    {
        Dispatcher.Invoke(DispatcherPriority.Normal, new Action(() =>
       { 
           try
           {
               this.ShowDialog();
           }
           catch()
           {}
       }));
        return true;
    }


    public bool CloseWindow()
    {
        Dispatcher.Invoke(DispatcherPriority.Render, new Action(() =>
        {
            try
            {
                this.Close();
               Application.Current.Shutdown();
            }
            catch
            {}
        }));
        return true;
    }