The short of it is that Proxmox Locks a VM when you tell it to do something to a VM. in this case the Shutdown command. The Shutdown command i find doesn't work with windows server. Its equivilant to pressing the power button on a physical machine quickly to ask the OS to shut down cleanly. Windows Server typically refuses this request since you have to give a reason for a shutdown. Proxmox will leave that shutdown command running with the VM locked until either the machine powers off, the command is canceled, or the command times out after several minutes. If you want to power off a VM that is stuck, Use the "Stop" option.
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if a VM gets really locked without a command running you can unlock it manually on the command line with the command
qm unlock <VMID> after opening a shell on the host itself.
https://pve.proxmox.com/pve-docs/qm.1.html Here is a detailed list of what you can do with qm and its command structure
qm(1)