Can you try this setting?
Code:
<context-param>
<param-name>quartz:wait-on-shutdown</param-name>
<param-value>true</param-value>
</context-param>
Also, ensure none of your jobs are blocking the schedulers when it needs to shutdown.
What I observe is that even with this, the Tomcat server is picking about Thread used in context that is not shutdown fast enough. Sometimes we need to delay the webapp during servletcontext#detroy slightly just to avoid that WARNING. The WARNING is harmless if you can test scheduler is working and able to shutdown fully in command line mode.