Move proxy shutdown to take place in a new thread.

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

@@ -355,6 +355,8 @@ public class VelocityServer implements ProxyServer {
     if (!shutdownInProgress.compareAndSet(false, true)) {
       return;
     }
+
+    Runnable shutdownProcess = () -> {
       logger.info("Shutting down the proxy...");
 
       for (ConnectedPlayer player : ImmutableList.copyOf(connectionsByUuid.values())) {
@@ -379,6 +381,10 @@ public class VelocityServer implements ProxyServer {
       if (explicitExit) {
         System.exit(0);
       }
+    };
+
+    Thread thread = new Thread(shutdownProcess);
+    thread.start();
   }
 
   public NettyHttpClient getHttpClient() {