Use this function to see whether an SDL_QUIT event is queued.
void) SDL_bool SDL_QuitRequested(
Returns SDL_TRUE if SDL_QUIT is queued or SDL_FALSE otherwise.
This is actually a macro that calls SDL_PumpEvents() followed by SDL_PeepEvents(). Since it pumps the event queue, it can only be used in the main thread.
It's perfectly normal for applications to just look for SDL_QUIT in their event loop, too, without using this macro.