The symptoms can be describe as one of the following:
1. VDA hangs on 'shutting down' screen
2. BSOD(Blue Screen) occurs when shut down
3. VDA cannot shut down

Citrix is not responsible for and does not endorse or accept any responsibility for the contents or your use of these third party Web sites. Citrix is providing these links to you only as a convenience, and the inclusion of any link does not imply endorsement by Citrix of the linked Web site. It is your responsibility to take precautions to ensure that whatever Web site you use is free of viruses or other harmful items.

It has been proved to be a MS's bug which has been fixed in KB3125574. After patching MS's roll update 3125574 the issue disappears. As best practice, I suggest all your Windows 7 to patch KB3125574 to make it as the most stable version. More details see https://support.microsoft.com/en-us/kb/3125574

---

Problem Cause

After analyzing memory dump, it seems that the issue caused by the Microsoft’s DirectX Graphics Kernel (dxgkrnl.sys) which is related to Citrix's vd3dk.sys (it only occurs with vd3dk.sys installed, while it does not occur when removing vd3dk.sys.):

The OS hangs at “shutting down” and actually the machine is blue screened. But OS cannot display blue screen information due to the VGA display status was lost. The cause is that null VgaDeviceFdo is read by MS module when finding display status was lost (INBV_DISPLAY_STATE_LOST). However, OS cannot display the blue screen because the display issue has occurs. That’s also why it shows hanging on 'shutting down' screen.
 

VDA hangs on 'shutting down' screen/ BSOD(Blue Screen) occurs when shut down/ VDA cannot shut down