I was having this issue for probably about a year or more. I had tried, quite literally everything over that time but it still crashed every time I shut down the VM, but only after it had been on for a decent amount of time (over 1 hour). Long story short, it happened when I passed through both GPUs I had available to me... A GTX 1050 and a GT1030. What ended up fixing it was to change the GPU to an AMD Radeon HD 7570.
Also, both the GTX 1050 and the GT 1030 worked fine in another unraid server I had with different hardware.
Overall, I don't know exactly what caused the issue but if you are passing through an Nvidia 10 series GPU, try swapping it out for maybe an older AMD GPU and see if it makes a difference.