2017 iMac Windows 10 on BootCamp 6.1 wont shutdown
iMac with bootcamp windows 10 reboots 3 seconds after shutdown (no fastboot, no wol)

I couldn't find a software fix but if you have any type of device or even a hub that supports USB PD connected to thunderbolt 3 port simply removing it while shutting down resolved my issue

by your description I couldn't tell if your issue is same as mine so do check what is connected to tb port