There's also another thing to consider: -



If a command to shut down Word is issued, by accident or otherwise, before any changes to documents were saved then you should be seeing a prompt to 'Save your changes' before Word shuts down. This gives you the chance to stop Word closing. If you are not seeing this prompt then there are no changes to save or something else is overriding Word's default behaviour. What that could be I don't know.

I can't help but maybe some expert will help you.

You're exactly right. And to specify: (a) there ARE changes, and (b) I'm not seeing that familiar pop-up window you reference. So - yes, I'm hoping some expert here will have a blindingly enlightening insight!