Has anyone run into a situation where a soldier has finaled out of the unit, on PCS leave, gets a dwi while still in the losing unit area?

I have definitely seen that happen. It's really on the command how they want to handle it. The correct, by the book, answer is they revoke the Soldier's leave, flag them for civilian investigation, and cancel/defer their orders. Once the investigation clears and any reprimand or punishment is over, the Soldier is placed on assignment to leave again.

If I'm not mistaken, you fall under your previous unit until you have officially signed in with your gaining unit.

Sorry for the delay in responding and yes. Old unit has the soldier unless the new unit accepts the soldier into the ranks