Looks good.
If I might make a suggestion. You can simplify a lot of your code into functions instead of repeating it.
Opt("GUIOnEventMode", 1)
$EXIT = GUICtrlCreateMenuItem("Exit", $FILE)
GUICtrlSetOnEvent($EXIT, "_Exit")
....
Case $Msg = $GUI_EVENT_CLOSE
_Exit()
..............................
Case $Msg = $SAVEAS
_Save()
Case $Msg = $SAVE And $FILEOPENED = 0
_Save()
..............................
Func _Save()
GUICtrlSetState($EDITBOX, $GUI_DISABLE)
SaveAs()
$FILEOPENED = 1
GUICtrlSetState($EDITBOX, $GUI_ENABLE)
EndFunc ;==>_Save
Func _Exit()
If _GUICtrlEdit_CanUndo($EDITBOX) Then
$SAVECHANGES = MsgBox(35, "Text Editor", "Your original file has been modified." & @CRLF & "Would you like to save changes to it?")
If $SAVECHANGES = 6 And $FILEOPENED = 0 Then
SaveAs()
Exit
EndIf
If $SAVECHANGES = 6 And $FILEOPENED = 1 Then
FileDelete($FILEOPEN)
FileWrite($FILEOPEN, GUICtrlRead($EDITBOX))
Exit
EndIf
If $SAVECHANGES = 7 Then
Exit
EndIf
EndIf
If Not _GUICtrlEdit_CanUndo($EDITBOX) Then Exit
EndFunc ;==>_Exit