Fix shutdown messages system test

[juliamagan]

Related issue
#5199

Description

Register agents in the expected manager, and check that the HC_SHUTDOWN message appears for every agent.

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Testing performed

Validation	Jenkins	Local	Commit	Notes
tests/system/ -m big_cluster_40_agents_env	🚫	🔴	b84dfe8	New issue: https://github.com/wazuh/wazuh/issues/23221