I'm Running HyperV in Win2012 R2 on a laptop for lab. I tried running the battery low so it will initiate a shutdown of the VMs at 50% battery. As a result the host just shutdown and kills off all the VMs rather than gracefully shutting them down.
All the VMs has "Shut down the guest operating system" enabled. "Operating system shutdown" within integration services ticked. It also has Integration services installed on all the VMs. The VMs are server 2012 r2 and ubuntu 14.04.
If I do a manual reboot on the HyperV host, it also doesn't shutdown the VM gracefully. It just kills them all off and reboots within 5 seconds.