The solution can vary from motherboard to motherboard. If you search the forum for keywords such as "fix shutdown" or "shutdown not working" and look for a solution from a person with a similar motherboard, it might work for you.
In most cases, shutdown problems are resolved with a combination of:
EmuVariableUefi-64 (which emulates NVRAM)
One of the memory fix drivers (AptioMemoryFix, OsxAptioFixDrv, OsxAptioFix2Drv, OsxAptioFix3Drv, OsxAptioFix2Drv-free2000). Only install one of these at a time and test.
Enabling the slide=0 checkbox in Clover Configurator or when pressing Space Bar after booting to the Clover Boot Screen. For some, slide=0 fails. For others it works.
So the solution for each person typically is some permutation of the above 3. Some people also find that disabling "ErP" in BIOS solves the problem.