Is there a pressure switch built into the fuel pump that shuts down so relay disconnects or what sends the signal for everything to shut down.
None that I am aware of. The ECM applies a ground to one side of the relay to turn it ON. Somehow that ground is not being disconnected.
I think you need the ECM tested for this issue and find out of its the ECM or something else causing it. The problem is I don't know of anyone which does test them, but hope there is someone (I'm a I/O and inboard guy)
If you place a probe from a digital voltmeter on the lead from the relay coil going to the ECM you can tell if the ground is being applied or removed. There is 12V applied full time to one side of the coil relay. So if the meter is placed on the other side of the coil, you should see 12V until a ground is applied. So if you see 12V then the relay should not be energized.
Now if the only issue is the relay staying connected, you could place a switch in the line. Leave it connected until shutting the motor down and if pump stays ON, flip the switch OFF. Reconnect when you want to fire back up