SetAsync doesnt work, dont know whats wrong with it, no errors in script analysis or output window?

Hello im trying to make a data store system but for some reason it doesnt save. There are no errors in the output or script analysis, and the few print lines i set up to see where the code stops, the last print i see in the output window is "This part loaded". I dont know why it doesnt work and i got no idea on how to fix it, heres my code:

local dataStoreService = game:GetService("DataStoreService")
local myDataStore = dataStoreService:GetDataStore("myDataStore")

print("Succesfully loaded dataStoreService and myDataStore")

game.Players.PlayerAdded:Connect(function(player)
    
    local leaderstats = Instance.new("Folder", player)
    leaderstats.Name = "leaderstats"
    leaderstats.Parent = player
    
    local Cookies = Instance.new("IntValue", leaderstats)
    Cookies.Name = "Cookies"
    Cookies.Value = 0
    Cookies.Parent = leaderstats
        
    playerUserId = "Player_"..player.UserId
        
    print("Leaderstats made")
    -- load data
    
    local data
    local success, errormessage = pcall(function()
        data = myDataStore:GetAsync(playerUserId)
    end)    

    if success then
        -- set data 
        Cookies.Value = data
    end
    print("This part loaded")
end)

game.Players.PlayerRemoving:Connect(function(player)
    local playerUserId = "Player_"..player.UserId
    local data = player.leaderstats.Cookies.Value
    local success, errormessage = pcall(function()
        myDataStore:SetAsync(playerUserId, data)
    end)
    print("This thing happened")
    if success then
        print("Data successfully saved")
    else 
        print("Error happened")
        warn(errormessage)
    end
    print("Script ended")
end)

Something id also like to mention is that anything i want to print can print fine in the output window before i reach the myDataStore:SetAsync(playerUserId, data). Anything after it wont work. Thanks for help.

EDIT: Attempted to replace the PlayerRemoving with the following and i got an error saying "ServerScriptService.leaderstatshandler:51: attempt to index nil with 'UserId'", heres my code:

game:BindToClose(function(player)
    local playerUserId = "Player_"..player.UserId
    local data = player.leaderstats.Cookies.Value
    local success, errormessage = pcall(function()
        myDataStore:SetAsync(playerUserId, data)
    end)
    print("This thing happened")
    if success then
        print("Data successfully saved")
    else 
        print("Error happened")
        warn(errormessage)
    end
    print("Script ended")
end)