The shutdown key option for AdvmenuPlus on advmenu.rc is this:
...
event_assign shutdown lcontrol esc
...
With the default configuration, pressing left control key + esc should shutdown the system. Nevertheless, for some reason, it didn't work for me, so I changed it to other key. It shuts the computer down without going to the setup menu. You could assing that option to whatever key combo your input system would use for shutdown.