Some objects were not cleaned up when closing the scene

Thanks to @hexagonius and @Mister-Mortal hints I found the solution. The error was indeed caused by a singleton. I am using a game Manager implementing the Singleton Pattern. It used to look like this:

         public class gameManager:MonoBehaviour
         {
             private static gameManager _instance;
             public static gameManager Instance
             {
                 get
                 {
                     if (_instance == null)
                     {
                         GameObject go = new GameObject("gameManager");
                         go.AddComponent<gameManager>();
                         DontDestroyOnLoad(go);
                     }
         
                     return _instance;
                 }
             }
         public event VideoEvent OnVideoFinished;
         public event VideoEvent OnVideoStarted;
         Awake()
         {
         _instance=this;
         AdColony.OnVideoFinished = IsVideoFinished;
         AdColony.OnVideoStarted = VideoStarted;
         .....
         }
     private void IsVideoFinished(bool adShown)
     {
         if(OnVideoFinished!=null)
         OnVideoFinished(this, new GenericEventArgs<bool>(adShown));
     }
 
     private void VideoStarted()
     {
         if (OnVideoStarted != null)
         {
             OnVideoStarted(this, EventArgs.Empty);
         }
     }
         }

As you can see there are two events sources in the gameManager class for AdColony videos. The delegate is defined as followed: public delegate void VideoEvent (object sender, EventArgs e);

I have Event Listener to those events at several points in my game: They are implemented like this:

 void Start()
 {
 gameManager.Instance.OnVideoFinished += LocalMethod;
 }
 void OnDisable()
 {
 gameManager.Instance.OnVideoFinished -= LocalMethod;
 }
 LocalMethod(object sender, EventArgs e)
 {
 //Do Something
 }

The error is caused for the following reason: When I quit the application objects gets destroyed in a random order. So If the gameManager Instance gets destroyed before any of the OnDisable() Methods, a new Instance of the gameManager class is created after the application has exited causing the error!! To solve the error I implemented the following modifications:

In the gameManager class (according to http://wiki.unity3d.com/index.php/Singleton):

     private static object _lock = new object();
     private static gameManager _instance;
     public static gameManager Instance
     {
         get
         {
             if (applicationIsQuitting)
             {
                 return null;
             }
 
             lock (_lock)
             {
                 if (_instance == null)
                 {
                     GameObject go = new GameObject("gameManager");
                     go.AddComponent<gameManager>();
                     DontDestroyOnLoad(go);
                 }
             }
 
             return _instance;
         }
     }
 private static bool applicationIsQuitting = false;
 public void OnDestroy()
     {
         Debug.Log("Gets destroyed");
         applicationIsQuitting = true;
     }

In the class containing the Event Listener:

     void OnDisable()
     {
         if (gameManager.Instance != null)
             gameManager.Instance.OnVideoFinished -= OnVideoFinished;
     }

Now if the gameManager instance is already destroyed a new instance can't be created