Lightning bolt? If yes thats the low voltage warning.
If you see this ICON in normal use thats not good. Why your seeing it on shutdown I don’t know?
What can happen is under high current draw, you get a voltage drop across your poser cord. If it’s enough of a drop it will trip the warning. The other thing that can happen is, as you approach that 2.5A limit, the power supply voltage will drop, as a safety feature to prevent you from exceeding the max current limit.
Some Pi supplies are 5.1 or even 5.2 volts out so you get a nice reliable 5V at the Pi.
I’m of the opinion that even te official 2.5A supply is iffy with a Pi 3B+ and any heavy load Hat that wants a lot of current to work.