Modifying
the earlier proposal based on feedback:
Firstly, prevent any further frame advancement once all lemmings, including zombies, have died or exited. (For aesthetic purposes, if the lemming is killed by a triggered trap, this would take effect from the frame the trap's animation finishes. The current "exit on no lemmings remain" behavior already takes this into account, so the support is already there for detecting the condition.)
Secondly, allow two options, set seperately for each condition, for what occurs when running out of lemmings or running out of time - either "pause the game" or "do nothing" (or more accurately, "play a sound but otherwise do nothing"). The former (ie: pause the game) would be the default setting. I expect most people would change to use "do nothing", but (especially in light of the next point) this would be a more newcomer-friendly default.
Thirdly, if the user has the "pause the game" setting, then when such a pause is activated, flash a message saying "No lemmings left - Nuke to exit" or "Time is up - Nuke to exit" in place of the usual data above the skill panel. This could also be intermittent, ie: alternate every few seconds whether this message or the usual stats are displayed. Only activate this message once per play attempt (the primary purpose would be to help new players figure out how to exit). This message disappears when the game is unpaused, rewound, or advanced via framesteps / skips.
Fourthly, add another option - wording needs improvement, but "automatically exit if save requirement is met and time is up or no lemmings remain". Not certain that this needs to be two seperate options for each condition.
Some finer points need to be considered here. For example - let's say that a user who has the "pause" setting, activates the nuke, then the time runs out or the last lemming dies while the nuke is counting down. Do we still want to pause in this case, or just immediately exit? Another case to come to mind - let's say the user (who still has the pause setting) triggers such a pause, then framesteps backwards, then does something else and runs out of lemmings/time again, do we want to pause a second time? (Perhaps a workaround for this latter case is to provide a way to change the option while in-game.)
I would also consider whether "every lemming has been saved" (ie: 100% has been achieved, including cloners if applicable) should perhaps be a special case where the game would just exit regardless of settings. I'm leaning against it, but feel it's worthy of consideration.