I had what sounds like the same problem with my antiX xfce and got it working nicely with an icon linking to /usr/local/bin/exitantix.sh
. it does everything that I want except log out... the xfce log out button still works fine for that
you could even place it in your home folder and it still works... it's probably cleaner to link to it though. also found something about sudo halt
slightly older thread.