Using control-z suspends the process (see the output from stty -a which lists the key stroke under susp). That leaves it running, but in suspended animation (so it is not using any CPU resources). It can be resumed later.

If you want to stop a program permanently, then any of interrupt (often control-c) or quit (often control-\) will stop the process, the latter producing a core dump (unless you've disabled them). You might also use a HUP or TERM signal (or, if really necessary, the KILL signal, but try the other signals first) sent to the process from another terminal; or you could use control-z to suspend the process and then send the death threat from the current terminal, and then bring the (about to die) process back into the foreground (fg).

Note that all key combinations are subject to change via the stty command or equivalents; the defaults may vary from system to system.

To close a terminal window you can use the exit command . Alternatively you can use the shortcut ctrl+shift+w to close a terminal tab and ctrl+shift+q to close the entire terminal including all tabs.

You can always try the obvious things like ^C, ^D (eof), Escape etc., but if all fails I usually end up suspending the command with ^Z (Control-Z) which puts me back into the shell.

I then do a ps command and note the PID (process id) of the command and then issue a kill thePID (kill -9 thePID if the former didn't work) command to terminate the application.

Note that this is not a tidy (no pun intended) way to terminate the application/command and you run the risk of perhaps no saving some data etc.

An example (I'd have used tidy but I don't have it installed):

$ gnuplot

    G N U P L O T
    Version 4.2 patchlevel 6 
     ....
    Send bug reports and suggestions to <http://sourceforge.net/projects/gnuplot>

Terminal type set to 'wxt'
gnuplot> 
gnuplot>               #####  typed ^Z here
[1]+  Stopped                 gnuplot
$ ps
  PID TTY          TIME CMD
 1681 pts/1    00:00:00 tcsh
 1690 pts/1    00:00:00 bash
 1708 pts/1    00:00:00 gnuplot
 1709 pts/1    00:00:00 ps


$ kill 1708            ###### didn't kill the command as ps shows

$ ps
  PID TTY          TIME CMD
 1681 pts/1    00:00:00 tcsh
 1690 pts/1    00:00:00 bash
 1708 pts/1    00:00:00 gnuplot
 1710 pts/1    00:00:00 ps
$ kill -9 1708           ### -9 did the trick
$ 
[1]+  Killed                  gnuplot

$ ps
  PID TTY          TIME CMD
 1681 pts/1    00:00:00 tcsh
 1690 pts/1    00:00:00 bash
 1711 pts/1    00:00:00 ps

The accurate answer for MAC Keyboard on terminal is:

Command + . (dot/period)

This is equivalent to Ctrl + C or break.

Refer to the:

Terminal Help > Keyboard Shortcuts > Other Shortcuts > Break

The Control or Ctrl key is not a regular modifier in macOS.

However, if you are using a regular Windows keyboard with macOS then Ctrl + C works since there is no Command key in this case.

man bash

  exit [n]
         [...]  A trap on EXIT is executed before the shell terminates.

Such traps are often used to clean up tmpfiles on exit, see https://stackoverflow.com/questions/687014/removing-created-temp-files-in-unexpected-bash-exit

Define an exit trap like this (for better testing in a new shell):

$ bash
$ trap "rm filetodelete" EXIT

Show defined EXIT trap:

$ trap -p EXIT
trap -- 'rm filetodelete' EXIT

Test:

$ exit
rm: cannot remove ‘filetodelete’: No such file or directory

Note that exit may be "called" implicitly too. So instead of exit you could have also triggered the trap by kill -HUP $$.

Ctrl + C

Ctrl + C is a the standard *nix way of signaling a process to abort.

In Terminal > Preferences… > Profiles > Shell, the default setting for When the shell exits: is: Don't close the window

This can be changed to: Close the window

Then the exit command will close the window.

Edit to address the edited Question:

If you want to close the window using the exit command you can do as suggested in the first part of this answer, however, if you also want to automatically and gracefully close Terminal as well, as part of your script or in place of the exit command as shown in your question, then you can do the following:

First create a simple AppleScript application using the following example AppleScript code in Script Editor:

tell application "Terminal" to if (busy of windows) does not contain true then quit

Saving it as an application named e.g. QuitTerminal in the main Applications folder.

After saving it, open Terminal and then open e.g. QuitTerminal in order to trigger allowing permissions under System Preferences > Security & Privacy > Privacy

Once this is done you can then use the following at the end of your script or in place of the exit command:

open -a "OuitTerminal"

Example based on command shown in your question:

/Users/harikrishna/Desktop/youtube.sh ; open -a "OuitTerminal"

This will only close Terminal if there are no running processes in any of the windows in Terminal.

Note: If you do not want to see e.g. OuitTerminal show in the Dock, you can modify the application using the following command in Terminal:

defaults write '/Applications/OuitTerminal.app/Contents/Info.plist' LSUIElement -bool yes

If you do not care about any running process you can force close Terminal from the script or command using killall Terminal in place of exit; however this is messy and I do not recommend using it over what's presented above.