Shutdown() call on EndPlay() missing from setup guide

[JJRWalker]

Not really a huge issue, just noticed an issue when trying to use cog to load a level in unreal, if you do not call Shutdown() on EndPlay() in the gamestate.

This caused fatal errors in our use case where resources were not initialised correctly after. Seemed to cause a bad state in the context sometimes after level load even if closing all windows before the load started. If I didn't close all windows before level load, there would be an issue as soon as the level started in most cases.

I probably should have thought to call Shutdown() myself, I'll admit it took me longer than it should have to think of that. But might be best to add to the guide so other people don't encounter similar issues.

[arnaud-jamin]

fixed in 19d8855