Add graceful shutdown documentation

What does this MR do?

Improves the documentation surrounding graceful shutdown.

Why was this MR needed?

Please read #1793 (closed) and !350 (closed) for a reference

Are there points in the code the reviewer needs to double check?

Does this MR meet the acceptance criteria?

• Documentation created/updated
• Tests
  • Added for this feature/bug
  • All builds are passing
• Branch has no merge conflicts with master (if you do - rebase it please)

What are the relevant issue numbers?

Closes #1793 (closed)