I know this is a very old thread but I'll leave this here for others who might be searching for answer ( it was quite a journey to find)
I have good news!
It is possibble to enable a short delay (45 seconds) during which the windows WILL continue to work after ignition is switched off.
It requires chaning a parameter in the BCM of the car called RAP_FUNCTION ( RAP stands for Retained Accessory Power i believe). There are only 2 options: off and 45 seconds.
This works on J11 Qashqai (year 2015) with BCM unit model 284B14CB2A.
I still cannot find a way to have windows auto-close when car is locked, but being able to close windows AFTER switching ignition off is next best thing.
Edit: Carista app can do this too: this parameter is called "Retain accessory power after ignition is turned off" in "Other" group.
I also found wiring diagrams for the windows and it turns out the BCM can only control the main power relay for the windows, not the window motors themselves.
This means on J11 it's not possible to have windows auto-close when car is locked unfortunately.