First of all, Windows updates are practically daily. Nothing wrong with that, it just shows they are awake and take care of their customers.
Not sure what updates you get, you shouldn't shut down your computer if there is an update going on. You should let the update take care of the shutdown.
It's possible you have something hanging. I would recommend you go to Control Panel\System and Security\Windows Update to check what may be pending.
Of course, it's possible it's something fake. Doing a full scan with your Antivirus and, perhaps, Malwarebytes, never does any harm.