It only means something is broken, incompatible or other.
As a test we boot safe mode (here's a google how: https://www.google.com/search?q=boot+safe+mode+windows+10 ) and try a shutdown there. If that fails there is usually a hardware error.
Be sure to prepare for the worst by backups of what you can't lose.
Again, no PC details or "It worked until I installed VPNrussianFree."
When i try shutdown my laptop, some time it does not shut down. Again re-started.
OS: Windows 10.