What does it means when you have "sql_exit_invoked" in System Health?
Extended Events are pretty poorly documented.

Debug channel extended events are even more poorly documented.

Based on my testing, you'll need to use the "shutdown_option" value from those event entries as a clue for where to look next.  Here's what they mean in my limited testing:


ORDERLY_SHUTDOWN 


restart or stop the service cleanly (using Config Manager, Services snap in, etc)
restart Windows cleanly (start menu -> shutdown / restart)

NICE_SHUTDOWN - stop the service using the SHUTDOWN; T-SQL command
FAST_SHUTDOWN - stop the service using the SHUTDOWN WITH NOWAIT; T-SQL command


Note that I also tried the following, and they did not register anything in the Extended Events session:


shutdown Windows by holding down the power button
kill the sqlservr.exe process from the Task Manager


I was unable to get the SHUTDOWN_NOT_SET version of the event to fire, so that one remains a mystery.



In your screenshot, I can see that ORDERLY_SHUTDOWN is the option in your scenario. In that case, since this seems to imply a clean shutdown of the service or Windows PC, I would look into the Windows Event Viewer "System" log and see why the machine is being restarted, or what service / component is issuing a SHUTDOWN command to the SQL Server serevice.

Good luck!