HP ZBook Fury 15.6 inch G8 Mobile Workstation Won't Shutdown (screen off, but fans and keyboard on)

[ClaudioGomes]

To reproduce:

1. Initiate the shutdown via the windows OS

2. The session is ended and the familiar "Windows shutting down" screen shows up.

3. Screen turns off, but fans continue to work. Keyboard is also lit if I touch it, and power button as a small led that is also lit.

More info:

- This is not the typical problem of an application being running while attempting to shut down. The screen actually turns off and, as far as I see, the windows session is terminated.

- This happens regardless of whether the laptop is connected to the dock or not.

- Happens regarding of whether the laptop is connected to ethernet or wifi.

- The solution in https://www.techjunkie.com/hp-windows-laptop-wont-shut-down-fix/ and https://turbofuture.com/computers/HP-Laptop-Wont-Shut-Down-Solution does not work

- The laptop is new so using a factory reset is out of question. 

- The laptop is part of a Active Directory (or whatever the IT department uses to manage the laptops). I'm still the administrator of the machine, but updates and main configs are handled by the IT department.

- I've turned off "Fast Startup" as suggested here https://turbofuture.com/computers/HP-Laptop-Wont-Shut-Down-Solution and the problem remains.

- Restarting the laptop does completely shutdown the fans and power led, for a brief moment, before powering on again.

- I've tried updating the bios (current version is T95 Ver. 01.01.01), and it suggests to rollback to a prior version (which I then click cancel to avoid rolling back).