That's either a hardware issue (bad motherboard), or a driver issue (wrong driver) or a setting (such as default sound via HDMI).
Shuwdown issues like this point to the motherboard drivers.
I had win 10 for 3 months with no problems then my processor died so I bit the bullet and put a gigabyte 970aD3P board in with a Nitro R7 360 graphics and 3.8 quad core and 8 g of ram
Installed with all the discs and did all the right things Rebooted and then no sound or shutdown
the machine goes through the shut down procedure then reboots immediately
the device manager says all ok the icon says it need another component
Service say all installed and running
Went to Microsoft got all the updates and the latest realtek drivers for win10 and up
Tried to do the gigabyte upgrade tool and that will not work
uninstalled the app because I read that the on/off part can cause shutdown problems
Did a windows update to find faults It did a download and install but made no difference.
Went to command prompt and did a check on files, nothing bad found.
Any help would be a bonus Thank you