@vinesnfluff No. Windows 9x was not "just a fancy GUI shell for DOS". In fact it was sort of the other way around. It was a full on standalone OS that had legacy DOS support fully integrated in its kernel. But if you wanted an actual MS-DOS you had to reboot. There was nothing to quit to, as DOS 7 that was used as a bootloader was completely gone by the time Win9x was running.
@vinesnfluff Here's Raymond Chen, the guy who was essentially responsible for DOS in Windows, on how that actually worked:
https://devblogs.microsoft.com/oldnewthing/20071224-00/?p=24063