I don't think vCloud Director would have a way of doing an AMQP. A lot of them are notifications similar to blocking tasks, but there are some that aren't a blocking tasks for notification purposes.
If the VM is shut down from the vCD UI, this action can be trapped and notified.
If the VM is shut down from inside the Guest OS, vCD doesn't have scope to trap the action. The next time vCD syncs VM state with vCenter, we get the powered off status of the VM and flag it as 'partially powered off' in vCloud.
The key difference being the source of the action ... vCD UI vs inside the Guest OS.
I think this would be a feature request to have a notification for when a VM changes state.