From
http://linux.die.net/man/1/bash :
The shell exits by default upon receipt of a SIGHUP. Before exiting, an interactive shell resends the SIGHUP to all jobs, running or stopped. Stopped jobs are sent SIGCONT to ensure that they receive the SIGHUP. To prevent the shell from sending the signal to a particular job, it should be removed from the jobs table with the disown builtin (see SHELL BUILTIN COMMANDS below) or marked to not receive SIGHUP using disown -h.
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disown [-ar] [-h] [jobspec ...]
Without options, each jobspec is removed from the table of active jobs. If the -h option is given, each jobspec is not removed from the table, but is marked so that SIGHUP is not sent to the job if the shell receives a SIGHUP. If no jobspec is present, and neither the -a nor the -r option is supplied, the current job is used. If no jobspec is supplied, the -a option means to remove or mark all jobs; the -r option without a jobspec argument restricts operation to running jobs. The return value is 0 unless a jobspec does not specify a valid job.
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So, correct me if I'm wrong (I've not used this before), but sounds like
$ disown -h [pid]
would allow you to quit that shell. I might add a 'echo $?' afterwards, to check it exited properly....