[Konstantinos]

First of all, you can save them OnPlayerDisconnect Or OnGameModeExit (Optional).
Also, to check if the Callback is called use print.

pawn Код:

OnGameModeInit( )
{
    print( "It has been called" );
    return 1;
}

Run the samp-server.exe and if the text appear on the console then it is called.