the shutdown code is hard to find, there's ntdll.rtlexituserthread, ntdll.rtlexituserprocess, kernel32.terminateprocess, etc. there are many instances of it, and you need to find out exactly which one is the one that causes the program to exit, the problem is, the client is packed with themida, and you need to unpack it in order to be able to attach a debugger to the game.