Dragon-Fur: Thanks for your effort, but I am also having this exact same problem: the 9135e has major issues with shutting down, and I can only conclude that this printer has big time BUGGY FIRMWARE. At one point I thought I had solved the problem by disabling the "Auto Shutdown" setting, but the problem has returned. The problem also seems to happen more often when nothing has printed for some hours. If I print something, then shutdown, it seems to work mostly reliably.
HP: PLEASE PUT YOUR ATTENTION ON SOLVING THIS PROBLEM. I called HP Support and the only advice they gave me was "do a factory reset". I've done this (and everything else in this thread) multiple times, and I continue to have this issue. I've also had at least one CRITICAL error which appeared on my printer display: C1.F3.FF.07 and of course the numerous errors in the log. HP Support refused to tell me what each of the critical and error codes meant, and I personally consider this VERY disingenuous. I have purchased the printer, you have exposed these errors in the log to me, and you should explain them. If you don't want to do that, at least allow me to talk to someone in HP Support who understands what they all mean and help me solve this problem.