Wake on lan not working with Mac OS (works on Windows)

I have a Z97MX-Gaming 5 with 4770K and AMD R9 290. Everything works really well except for one issue I am having.

If I shutdown my computer from Mac OS, and try to wake it via wake on lan it won't wake up.

If I shutdown my computer from Windows 10, wake on lan works as it should.

In Mac OS i cannot find any specific setting for enabling Wake On Lan.

In Windows it is enabled.

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Also, another difference I notices is that all my USB ports loses power when Mac OS is shutdown. But they will not loose power if Windows is shutdown.

Maybe related?

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Is there anything I can do to fix this?

Thank you!