The app for my security keeps turning itself off when I close down my computer and it sometimes takes a while to get it back on. Am I at risk when the computer is off and can I cure it?
Everything closes down when you close down your PC. Whilst off nothing happens, so there is no risk.
I'd assume that the boot up sequence ensured that the firewall and AV is active before Net connection and other risky stuff is started; or it wouldn't be a very secure system.