Any hints or tips for shutting it down?
When I want to remain "anonymous" (in quotes because you're never truly anonymous), I boot into memory. This is easy in Linux. I don't know if Windows supports that (or how much memory that would take). You'd have to research.
My use case is when accessing the dark web where there is lots of bad stuff, things spying on you, malicious software trying to pry its way into your computer, etc. (very similar to your use case of simply running Windows). So I boot Linux from a thumbdrive and load it totally into memory. I have a 32Gb machine and that is way overkill for Linux, even when loading the whole thing into memory. Windows, I don't know about. I'm guessing that instead of being way overkill, 32Gb might be more like the bare minimum for that OS. After booting, I remove the thumbdrive. FWIW, the time to copy the entirety of Linux to memory is less than one minute when using a fast-ish USB3 thumbdrive. After this, whenever any software tries to "write to disk" it's actually just writing to memory, and that will all disappear when I power down the computer. So if Windows supports boot-to-memory all it's hard work taking screenshots, indexing them, etc. will be for naught when you reboot your computer. You also have to make sure that even if Windows is booted into memory, that it has no ability to mount your hard drive, SSD, thumbdrives, etc. so that it gains a physical location to write to. Again, this is easy in Linux, I don't know about Windows.
One other nice thing about booting into memory, is how Linux manages things. The OS is loaded into a memory "layer", and then any subsequent changes are written to other layers that are stacked on top of the base layer that holds the original load-into-memory. This is great if you want to test out a suspect program before installing it for real on your computer. You install it while booted into memory. Then you can inspect the upper layers - ignoring the base layer - to easily find out what exactly that suspect program did to your computer. You can find every file/directory that was added, deleted, modified, etc. to make a judgement if that suspect program passes muster. I said "easily" before - well, it's easy if you're a Linux guru, but maybe not so intuitive for a Linux newbie. But nonetheless, you can do it.
