Hi @brzm!
Welcome to the community! and thank you for your warm words! 
Really interesting suggestion! But unfortunately, we don’t support triggering builds on brunch deletion or PR closed. We try to cover the common cases with our webhook integration, and we typically optimize Buildkite’s GitHub webhook integration for triggering builds on code.
What we’d suggest you instead, and which I think might be both more resilient and more powerful, is setting up a small GitHub Action which responds to these particular events — label added, and pull request closed — and either trigger a Buildkite build via our API, or does the setup or teardown directly. We’ve seen customers do things like this when they have very specific workflow requirements around which actions they want to respond to in particular repos with particular conditions, beyond what we offer with webhooks.
https://github.com/buildkite/trigger-pipeline-action
https://docs.github.com/en/actions/reference/events-that-trigger-workflows#pull_request
Hope this could help you!
Cheers!
Paula