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If nothing else will work, press and hold the power button. On newer Macs with Touch ID, the power button is at the same location as the fingerprint sensor. Press it harder than you do when using Touch ID.

More information:

See the following from How to turn your Mac on or off - Apple Support

Turn off (shut down) your Mac

The best way to shut down your Mac is to choose Shut Down from the Apple menu .

Just as your Mac follows a startup process after it turns on, it follows a shutdown process before it turns off. That process includes

automatically quitting all open apps and logging out of your macOS user account. 

If your Mac doesn't shut down, try Force Quit to close any apps that aren't responding. If that doesn't work, press and hold the power button until the Mac turns off.

Press and hold the power button to turn off your Mac only if it isn't responding. You'll lose unsaved changes to any documents that you have open.