Hei Pflipper,
Thank you for contacting Microsoft Community.
As i understand the "Auto Shutdown" feature is misbehaving and sending messages for shutdown multiple time and at wrong hours.
Assuming that this is on just one machine and is not a wider issue with multiple machines.
There inst any specific troubleshooting steps dedicated to this feature are it is managed by Azure.
I suggest you to try an recreate the Auto shutdown setting, just to make sure the service is registered with Microsoft and is in sync.
If this still misbehaves, you can give runbooks via Azure automation to achive this activity too.
https://learn.microsoft.com/en-us/azure/automation/automation-solution-vm-management
Please accept this as answer if it helped.