Close NeoVim terminal on Exit 0 (successful exit), but keep it open when the command/shell exits with a failure.

init.vim

" Start terminal in insert mode:
autocmd TermOpen * IndentLinesDisable | startinsert


" In NeoVim, lookup `terminal-status`
:help terminal-status

"This will give you information on how to auto-close the terminal on succesful exit:
"
" From the Neovim help documentation:
"- The TermClose event gives the terminal job exit code in the v:event                                                          
"  "status" field. For example, this autocmd closes terminal buffers if the job                                                 
"  exited without error:                                                                                                        
"    autocmd TermClose * if !v:event.status | exe 'bdelete! '..expand('<abuf>') | endif                                         
" 
autocmd TermClose * if !v:event.status | exe 'bdelete! '..expand('<abuf>') | endif