[KYUUBI #2351] Fix Hive Engine terminating blocked by non-daemon threads

### _Why are the changes needed?_

close #2351

### _How was this patch tested?_
- [ ] Add some test cases that check the changes thoroughly including negative and positive cases if possible

- [ ] Add screenshots for manual tests if appropriate

- [x] [Run test](https://kyuubi.apache.org/docs/latest/develop_tools/testing.html#running-tests) locally before make a pull request

Closes #2412 from yaooqinn/2351.

Closes #2351

0dc3aa7 [Kent Yao] [KYUUBI #2351] Fix Hive Engine terminating blocked by non-daemon threads

Authored-by: Kent Yao <yao@apache.org>
Signed-off-by: ulysses-you <ulyssesyou@apache.org>

Author: yaooqinn

externals/kyuubi-hive-sql-engine/src/main/scala/org/apache/kyuubi/engine/hive/HiveSQLEngine.scala

@@ -46,7 +46,12 @@ class HiveSQLEngine extends Serverable("HiveSQLEngine") {
     backendService.sessionManager.startTerminatingChecker(() => stop())
   }
 
-  override protected def stopServer(): Unit = {}
+  override protected def stopServer(): Unit = {
+    // #2351
+    // https://issues.apache.org/jira/browse/HIVE-23164
+    // Server is not properly terminated because of non-daemon threads
+    System.exit(0)
+  }
 }
 
 object HiveSQLEngine extends Logging {
@@ -93,7 +98,9 @@ object HiveSQLEngine extends Logging {
     val event = HiveEngineEvent(engine)
     info(event)
     EventBus.post(event)
-    Utils.addShutdownHook(() => engine.stop())
+    Utils.addShutdownHook(() => {
+      engine.getServices.foreach(_.stop())
+    })
     currentEngine = Some(engine)
     engine
   }