Selecting Windows Recovery Console causes blue shut down screen

Welcome to Major Geeks!

I'm not sure exactly what part you are referring to. You don't select the Recovery Console as your operating system. You are just installing the Recovery Console so that it appears at boot time as an option that you can use if it becomes necessary. It is a safety net in case something goes wrong and especially helps those who do not have a copy of the Windows Boot CD which most people do not since their PC manufacturer's were negligent.

So if you have installed the Recovery Console. Just continue on with the instructions and boot your PC normally. Then run ComboFix as instructed and then run MGtools. When finished, attach these last two logs.

I also suggest that you run Malwarebytes again and makes sure you first UPDATE it since a new version is out. Then run a new scan and attach the new log. If it tells you it needs to reboot, make sure you reboot immediately.