Explicitly exit the proxy if required.

proxy/src/main/java/com/velocitypowered/proxy/Velocity.java

@@ -20,7 +20,7 @@ public class Velocity {
     VelocityServer server = new VelocityServer();
     server.start();
 
-    Runtime.getRuntime().addShutdownHook(new Thread(server::shutdown, "Shutdown thread"));
+    Runtime.getRuntime().addShutdownHook(new Thread(() -> server.shutdown(false), "Shutdown thread"));
 
     double bootTime = (System.currentTimeMillis() - startTime) / 1000d;
     logger.info("Done ({}s)!", new DecimalFormat("#.##").format(bootTime));

proxy/src/main/java/com/velocitypowered/proxy/VelocityServer.java

@@ -229,7 +229,7 @@ public class VelocityServer implements ProxyServer {
     return shutdown;
   }
 
-  public void shutdown() {
+  public void shutdown(boolean explicitExit) {
     if (eventManager == null || pluginManager == null || cm == null || scheduler == null) {
       throw new AssertionError();
     }
@@ -256,6 +256,10 @@ public class VelocityServer implements ProxyServer {
     }
 
     shutdown = true;
+
+    if (explicitExit) {
+      System.exit(0);
+    }
   }
 
   public NettyHttpClient getHttpClient() {

proxy/src/main/java/com/velocitypowered/proxy/command/ShutdownCommand.java

@@ -22,7 +22,7 @@ public class ShutdownCommand implements Command {
           .sendMessage(TextComponent.of("You are not allowed to use this command.", TextColor.RED));
       return;
     }
-    server.shutdown();
+    server.shutdown(true);
   }
 
   @Override

proxy/src/main/java/com/velocitypowered/proxy/console/VelocityConsole.java

@@ -88,7 +88,7 @@ public final class VelocityConsole extends SimpleTerminalConsole implements Comm
 
   @Override
   protected void shutdown() {
-    this.server.shutdown();
+    this.server.shutdown(true);
   }
 
 }