Re: make a .pdf, just about every print dialogue has had a "print to PDF" for as long as I've been using OS X and now MacOS.

Shut down: Apple Menu > Shut Down (since ~2001)

Print to PDF: File > Print... > PDF > Save as PDF (since ~2001); some apps have an File > Export... menu item as well

Combine multiple images: Photoshop (or image editing app of your choice, e.g. Pixelmator, Acorn, Affinity, Krita, etc.; since ~1990)

Screen shot: command-shift-3 (entire screen) or command-shift-4 (selection/window), (since 1990s; earlier for print screen; Mojave or later for command-shift-5); discoverable/configurable via System Preferences > Keyboard > Shortcuts > Screenshots; modern macOS also pops up a thumbnail you can click on

I also clearly knew how to do a screenshot. But once you have set it to go to clipboard, command shift 4 will silently do that from now on. And I am not at all clear on how I would discover to change that.

And the pdf claim was with preview, not another app.

Worse, though, I could write a very similar rebuttal for any computer in this vein. If you know how things work, discovering is not hard.

I don't fully understand the task you were trying to complete, but Preview is not an image editor so I don't think it can do what Photoshop (or other image editors) can do. It can however combine multiple PDFs into a single document by drag-and-drop, and this is documented in Preview > Help.

I was trying to say something that is perhaps a bit more nuanced than "it's easy once you know how to do it" or even "it's easy to find once you know where to look" – specifically, the Mac UI was originally intended to be fairly discoverable by exploration (and relatively clearly documented), and although some of this has been lost due to iOS-ification, much of it still is:

1. Menu items such as Shut Down are easily discoverable (but in your case it didn't work, perhaps due to an external keyboard turning the system on.)

2. Export to PDF is very discoverable, but isn't universal; print to PDF is discoverable, and is documented in macOS Help, but is perhaps more subtle than it should be because it's in the Print... dialog. I suspect its location there is due to historical and implementation reasons rather than testing users who are unfamiliar with the system. "Preview" after all is named as a "print preview" application rather than a "PDF viewer" app.

3. Screenshots are discoverable by searching for "screenshot" in System Preferences or macOS Help. If you forget the keyboard shortcut it's in a fairly logical place: Keyboard > Shortcuts.

4. On macOS, the Help menu is contextual based on the current active application. Overall system help, titled "macOS Help", is located in the Finder's Help menu. This is perhaps a bit subtle for Windows users who may not know what the Finder is (it's like Windows' File Explorer) and might not realize that the Help menu is contextual. There are "macOS Help" entries for each of these tasks, but you need to know to look in "macOS Help".

While much of the macOS UI is still fairly logical, discoverable, documented, and consistent over many releases, that doesn't mean that a Windows (or Ubuntu) user will instantly know how to use it without learning some important design differences, or vice-versa. The good news is that once you learn them they're fairly consistent across the system.

An interesting point that you might be suggesting which I definitely agree with is that even after 40+ years of development, traditional desktop GUIs can still be greatly improved even without changing their fundamental design.

Apple Menu -> Shutdown. Make sure you don't have the "restart" checkbox ticked.

Works fine on my MBP with external monitor and keyboard

I can try to reproduce later. This was maddening when I was getting ready for a vacation recently. Machine just wouldn't stay off.

Mayhap it is the USB dongle I have that does power and monitor/keyboard?

Preview let’s you create a PDF pretty easily?

No idea what’s going on with your restart issue tho.

Not clear how to use preview to make a pdf with multiple images. I'm guessing that is something that is easy if you have to do it often? I'd probably reach for html or word. Probably word, first.

You can combine entire PDF documents this way, either dragging them from a Finder window or dragging the title bar icon from an open document.

You can also drag and drop thumbnails between open PDF documents in Preview, and you can create a new document from the clipboard if needed using File > New from Clipboard. (Note if you want to drag other pages into it you will need to save it as a PDF first.)

Shift + CMD + 3/4/5 = Screenshot goes to desktop

CTRL + Shift + CMD + 3/4/5 = Screenshot to clipboard