Sometimes a Proxmox KVM VM will stop responding to the GUI’s attempts to shut it down; fortunately it’s easy to shut it down from the command line. Make note of the VM ID (next to the name of the VM in the left pane of the Proxmox GUI), log into the server via SSH as root and run:
qm stop [vmid]
e.g.:
qm stop 124
Check back in the GUI a few seconds later and you should see that the KVM has stopped.