Bob,
Usually nothing is plugged in to any USB port when I shut down the PC. But I just checked what happens when a camera, smartphone, printer, USB stick and/or DVB-T stick is connected, and in all those cases the PC just shuts down as fast as always.
I tried connecting the Arduino to an USB-1 port (from the mainboard) as well as an USB-2 port (from an extension board), that does not make any difference: after closing Windows it "hangs" for over 10 minutes, and then shows the BSOD. I have no USB-3 ports.
About my power savings settings: none at all.
BTW: I'm runnng Windows 7, so it's not the Windows 10 update.
If I can fix my old laptop I'll test what happens on Windows 2000, but for now I suspect the CH340 driver...