Forgive my ignorance, as I don't use ZA, but isn't there a log somewhere you could check up on to see what kind of threat it was? Usually security apps block and warn of malicious scripts, not shutting down the PC.
I also use a different firewall, but suggest like others you run a scan with your anti virus programme, and I like Superantispyware as well as Malawarebytes to look for malware. If all the scans are negative, I think you are ok.
The Zone Alarm log shown an attempt at the same time as the shutdowns. But I've never had the shutdowns before, so I don't know if that's a normal thing or not. When Windows restarts, it tells me it's recovered from an unexpected shutdown, and would I like it to check online for a solution to the problem.
I'll run the scans now as I have to admit that over the years I've relied on the software to sort everything out for me. Probably most do now, 10/15 years ago you had to become involved in these matters to sort it out (or phone a friend). I think we've all become complacent with the reliance of the software's apparent infallible ability to self maintain:(
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