If you want your session to block under all circumstances you need root-privileges. There's no way around that. User root can always
kill -9 your processes. I am surprised that a shutdown does not make gnome emit the "save-yourself" signal. Also I believe the "PostSession" scripts are only run after gnome-session has terminated and (I believe) just before the Xserver terminates, meaning that's not the place where you would want to put a warning that's supposed to show up on screen (if I'm correct).
What may work is a Gnome application that a) reacts on the "save-yourself" gnome event AND b) reacts on SIGTERM in the same way it reacts to "safe-yourself". Beyond that there's little you can do, especially without root privileges.
However you can solve the non-root problem:
Write a PostSession script that does what you want and suggest to somebody with root-privileges to deploy it on all machines as it is a sensible tool that helps users a lot. Usually the guys with root-privileges are paid to make/keep users happy. :-)
What's the problem you are trying to solve? Why may you not logout of your session when a pendrive is plugged in?
You can have a dbus client that displays "Don't forget to unplug the device!" when gvfs announces unmounting a Filesystem on a USB device. But I don't know how well that works or even serves your purposes.