Just replying that I also am having the same exact problem running the latest version of Cemu 2.0. I have AHK setup exactly as sundogak does in his post, with exit game mapped to a controller in both launchbox and bigbox and cemu is not running as administrator (unless there's some sneaky option in LB that auto runs it as administrator that I don't know about) and it will not close, just exit fullscreen. I tried all the AHK setups people have linked in various posts and none of them work. If any of you very helpful smart people can figure it out I will be very grateful, I really don't want to revert Cemu back to an earlier version.