Run a script during shutdown

Why not use the group policy? You have far better control than creating registry changes to individual machines.
Logoff script: Add a key 'Logoff' under HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Winlogon
There, add a value 'UserScript' and/or 'SystemScript' for the file to be
executed (a batch file or an .exe, full path recommended).
UserScript is executed under the security context of the user, SystemScript
under the security context of SYSTEM.
Add an optional value 'LogFile' where STDOUT and STDERR and some additional
messages are piped to.
Add an optional value 'Timeout' (in seconds) when to terminate the script(s)
(0 or no value: no timeout).

Shutdown script: Add a key 'Shutdown' under HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Winlogon
There, add a value 'Script' for the file to be executed (a batch file or an
.exe, full path recommended).
The script is executed under the security context of SYSTEM.
Add an optional value 'LogFile' where STDOUT and STDERR and some additional
messages are piped to.
Add an optional value 'Timeout' (in seconds) when to terminate the script(s)
(0 or no value: no timeout).
I would definately test this on a standalone first.