Yes, I found a working scenario.
All the logging didn't really help. At least, I was logging lots of events but nothing out of the ordinary. Lots of services were started and stopped, and checked and verified but no major error message was jumping out at me.
So I decided to take a look at all the settings again (for the 59th time) and then I changed the 'resident protection' from 'high' (yes, you can call me paranoid) down to 'standard'. And since I have done that, Windows is shutdown all the way. Hurray
Thanks for all your help and patience.
Thomas