Kevin, when a microSD shows that behavior I abandon the microSD, because I can no longer trust it. Therefore, did you try without and/or with another microSD already?
With shutting down, do you mean the phone restarts on its own or does it turn-off? In the latter case, I suspect a hardware issue because when the OS finds an error it either hangs or restarts. If the phone turns-off, I would bring that phone to my retailer. Are you sure, it did not hang – in that case, a manual restart should bring it back easier.
However, for restarts, Microsoft offers the app Field Medic » Advanced » Choose which ETW … » Options » select all. Then, you start logging before the hang/reboots happens. After that, you stop logging. When you are back home, you transfer that log via USB and open it for example via WordPad. Anything suspicious?
Anyway, sounds like a hardware issue. Please,
- remove the microSD,
- apply the Recovery Tool via a Windows computer,
- do not add any Wi-Fi, and
- do not add your Microsoft account.
Now, you ruled out all configuration issues. If the issues persists your phone or battery is faulty. In that case, I would return it to my retailer. The retailer in turn sends it over to a local but authorised repair centre.