If the Component Services console is used to shut down a COM+ Application while there are active threads, what happens to those active threads that the COM+ application created to service the client calls? Are they forcibly closed, or are they allowed to complete before the application is shut down?
No, the client processes are not forcebly closed. However, if they attempt to use the COM object that they hold pointer to, the out-of-process marshaling code will either give an error back, or the server will be restarted and the the code inside the server be called.
I have mostly seen the former, but I've seen the later too, although I cannot vouch that there wasn't some additional "magic" involved that re-started the terminated server.