Use Process, Close instead of taskkill.exe
:
Process, Close, uTorrent.exe
It seems that as of Windows Vista and later, processes aren't allowed to spawn new processes during the shutdown phase. The only source a quick web search yielded was this one.
On a different note, using native functionality instead of calling programs is almost always preferable. Especially when using AHK, I recommend always looking for a built-in function to start with.