Hello, how are you? Here is a
link to the documentation on how to create a custom Active Response for windows, there are several points to check.
The configuration on the manager side should be something like this
<command>
<name>shutdown</name>
<executable>shutdown.bash</executable>
<timeout_allowed>yes</timeout_allowed>
</command>
<active-response>
<disabled>no</disabled>
<command>shutdown</command>
<location>local</location>
<rules_id>109003</rules_id>
</active-response>
Otherwise what you can try is to make it work with the example in the link which is a launcher, kind of intermediate app to run the python, you can make a python that turns off or modify the luncher.
You can also check what error message you get in the agent in the file C:\Program Files (x86)\ossec-agent-agent-active-response-responses if you have something there, it is because the Active Response was triggered but for something could not run the .bash
I will be here waiting for your answer!
Regards!!!