Yes, you'll need to shutdown the vCenter first. Also, in case that doesn't work, it's not officially supported to even have a vCenter with embedded PSC in linked mode, so you may encounter a failure regardless.
Yes a shutdown before the vdcleavefed -h command worked now.
But when I log in to remaining vCenters in the PSC domain I receive the message that cannot connect to https://REMOVED_VCENTER_SERVER/SDK..
is now a reboot of all other needed here??
Stop all services related vc/psc then try.