I'm using Avast Business (cloud), and if I remove avast there is no more problem, my Windows session close correctly (tried twice).
I've not tried with RDP, I'm taliking about "normal" user session, when the user gives shutdown command at the end of the day the pc doesn't shutdown and it remains in "disconnecting".
So the only solution is to manually shutdown (holding power button) and power on pc. This morning after this operation a scandisk started. I'm afraid that the system can hangs and not restart.