I was going for convention over configuration to keep things simple, and I figured in the vast majority of cases when the last post has a single link in it and the topic is subsequently closed, it usually means one thing: Discussion continues over here.
One way to completely mitigate the risk of false positives would be to put the burden of confirmation on the moderator. Normally when you hit the “Close Topic” button it’s instant. However, if a topic meets the aforementioned criteria:
Pop a dialogue that asks the moderator something like
“This topic ends with a link pointing to a different post on this forum. Would you like to forward the topic you’re closing to that post?”
I really like that mockup of yours, which would be far more feasible with an unmistakable approach like this.