Cannot shut down, restart and completely let my computer sleep because of this, please help!

There's a problem with an application I use everyday (Discord). And I happen to come across a problem, I cannot seem to close the program at all. I have tried using, activity monitors, terminal, and even the shortcut window! When I looked on terminal, it wasn't there. I tried shutting down, but instead of letting my mac air sleep, it closed all the other apps that are responding except discord.

Going on the applications, I saw that it was still there. I tried deleting discord, but my mac claims that it is still open and I am unable to delete the file. Yet, I cannot find the process anywhere! I have done everything that is listed on Apple Support already, and I cannot find help at all because I live in a country where the only option for help is to bring in the mac into an apple store.