I believe the lock file is created once X starts, so that you can't start two X servers on top of each othre (hence the zero in the lock filename I think). That lock is there as long as X is running, and should be removed when X is shut down. This is how lockfiles are usually used. If you brutally force X to close so that it doesn't have an opportunity to remove the lockfile, the file is not removed. I'm not sure why it doesn't get deleted during reboot. Anyway, you should inspect what's wrong with the shutdown command; if you have X running, press CTRL+ALT+F1 (for example) to get into a console, log in (as root for a test) and issue shutdown from /sbin/, what does it do?
Maybe Xorg's logfile in /var/log/ has more information about what's wrong..
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