index.php:

<?php

function shutdown() {
    var_dump("shutdown\n");
}

register_shutdown_function('shutdown');
var_dump('foo');

Relevant php.ini bits:

xdebug.auto_trace=1

If I request the page (once) I obtain:

root@b5d1f1f7af9d:/var/www/html# cat /tmp/trace.2373089536.xt
TRACE START [2019-06-12 18:34:53]
    0.0005     392080   -> {main}() /var/www/html/index.php:0
    0.0006     392080     -> register_shutdown_function() /var/www/html/index.php:7
    0.0006     392488     -> var_dump() /var/www/html/index.php:9

root@b5d1f1f7af9d:/var/www/html# cat /tmp/trace.2373089536.02ac99.xt
TRACE START [2019-06-12 18:34:53]
    0.0008     391712   -> shutdown() /var/www/html/index.php:0
    0.0009     391712     -> var_dump() /var/www/html/index.php:4
    0.0009     322544
TRACE END   [2019-06-12 18:34:53]

As you can see, TRACE END does not appear in the first trace file. Further investigation led me to understand that _deinit and _write_footer functions are simply not called in that case.