I have been experiencing this issue quite long. I solved the problem by changing a setting. In Windows 10, go to Control Panel\Network and Internet\Network Connections. Find and right click your Ethernet connection. Click Properties, then click Configure button. New window opens. Find and click Advanced tab. At the bottom of the Property list, you should see WOL Speed. Select Auto from the drop down menu (It was 100mb for me, so it may be not compatible with pre boot bios configuration). Please also check Wake on Magic Packet and Wake on Pattern Match are set as "Enabled" at the same window. Also be sure you unchecked "Turn on Fast Startup" setting from power options (Control Panel\All Control Panel Items\Power Options\System Settings) This fixed the issue (Wol not working at shutdown state) for me. Now I can wake the pc at all states (Sleep, hibernate and shut down). Hope this helps more people.
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