Can a form tell if a customer has clicked the cross on the browser window, calling a Dynamic Data Service
You won't be able to do exactly what you want. The nearest you can probably get is to detect when the windows is closing or navigating away from the page.
Hooking the window.onbeforeunload event handler will let you detect when the window is going away, but if you wanted to call DynamicData.call, that would probably need to be done from inside a native component. I've tested that, but call will only succeed if the user selects 'Stay' when asked if they want to leave the page. If they select 'Leave', the window will go away, and the call will never take place.
You might need to re-think what you are trying to achieve, and maybe consider periodic background saves instead.
If you are just trying to deal with accidental pressing of the X, you could check 'Enable Leave Page Warning' in the Policies section of Form Options: