My last replication job of the night has a setting to run a batch file that invokes a PowerCLI PowerShell script to shut down all our Veeam Proxies.
Double-clicking the batch file on the Veeam Server does indeed shutdown our Veeam Proxies yet when the replication job finished last night I notice this morning all the Veeam Proxies are still up.
Here is my settings:

The script is on the Veeam B&R server. I'm a bit confused as to why this did not work, heck it is a simple thing, run a batch file on the Veeam server that runs a PowerShell script that simply does a Stop-VM for my Veeam Proxies...all works when I double-click the batch file.
The job results show the script ran successfully:

As I say, these scripts reside on the Veeam B&R...the .ps1 script and the .bat file are in the same folder.
EDIT...I thought I could only use batch files but I notice the dropdown on what type of script you can have and there was a PowerShell one so I've selected my PowerShell script direct and see if that runs tonight. So does that mean you cannot reference other files?