How to detect events when user goes from one site collection to another in the same web application?

1 way is using a hidden control and cookie. Keep a hidden control in all the masterpage of all the targeted sitecollections. This control will check the current site collection url and save it in a cookie.

Possibly in the same cookie where you are storing lcid. From next load onwards it will try and match the url in the cookie and the current site collection url. If different call the code you want to execute and update the url in the cookie.

This will be much lighter on performance than an httpmodule.

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