Check Active Processes List. The popup must be related to one of the Unknown processes in the list.
Plzz check the above & reply.
Coz I too was getting a popup during shutdown which was related to some Dell process. To eliminate the popup you have to click allow & tick remember on the popup. Or if its related to process as was in my case the dell process was unknown in active process list so I performed online lookup & it was found safe & then there was no popup. If online lookup gives the verdict unknown I think you can right click the process to mark it safe, offcoz if you think it is a legit process.