Hi, just a quick update... I tried updating the bootloader, changing the machine version, even reinstalling Mojave with the updated Macinabox app (docker + scripts)... nothing worked.
The problem is with Mojave itself, it receives the ACPI shutdown request, but instead of shutting down, it displays that annoying dialog.
The QEMU agent doesn't seem to work. It isn't running, and if I execute it, nothing happens. No error, not a single message (although there're some basic logs without much info), and still the agent doesn't come alive. Looks like it's a bug that never was fixed.
I'm surprised that macOS (since Mojave, I guess) comes with a built-in QEMU agent. When I was looking for information there was no mention of it. Now that I searched for "AppleQEMUGuestAgent" I found some (few) posts about it.
Now, I tried Installing Big Sur and also Catalina. Stopping / shutting down the VM works 100% right!
Thank you @ghost82 for your help, really appreciated!