This should be possible, the macros are shown here, like this:
You should have an entry called SET_COMPLETE_SHUTDOWN this allow to control the shutdown over the Mainsail dashboard.
SET_COMPLETE_SHUTDOWN
The screenshot will differ from what you see. I currently have no access to one of the printer where this shutdown macro runs in plain.
It will shut down the host system.
https://moonraker.readthedocs.io/en/latest/configuration/
What’s happens after the host system has been should down depends on your setup. Many printer system does not support to turn off the supply of the printer. This is depending on hardware and can not be controlled by software only.
If you are using a raspberry there it is possible to toggle a pin if the rpi has been shut down. You need to change the config.txt and after this can be used disable a relay or something.
Add this line:
dtoverlay=gpio-poweroff,gpiopin=4,active_low
And build a hardware that disables you power supply on shutdown. Depending on your Hardware skills this can be an easy task or burn your house or even kill you if you get wiped. So be carefull with net supply!
Just for saying it, this not can be done by a klipper macro without touching the os and the hardware.
I sadly can not give more support on this 
This command will be available if you enable this in your config. Add:
[respond]
default_type: echo
Sometimes it is not that hard, try google and you will find a solution 
However, thanks for the hint, I will add this to the description
Klipper is a complex system, and it requires a lot of skills to control it, learn it and get benefits from it. The community can help with single questions, but you will need to invest time to learn how it works. I think the focus of klipper is not usability but expandability.
Best regards and happy learning
MasterQ