I've added support for the closing of all mentioned windows with ESC key with exception to the XML console.

As for closing widows with ESC key, it should be provided to the user when the window is a "toolbox", "utility" or a "dialog" window according to the macOS design guidelines. I can think of contacts, options and search history windows as dialogs or utility windows.

However, I think that the XML console should not be closed in this way, as it captures XML exchange which is gone after the window is closed and cannot be recovered.