Is there anything that should be turned off before killing engine ?

No everything SHOULD turn off when you turn the car off but ive seen a blown interior overhead light drain a battery before, my theory is even though it was blown is was leaking voltage to ground. Now, you can use a basic multimeter set to read amps to look for a parasitic draw at the fuses

Thank you will do that

We have a 2014 MKZ AWD and do nothing special but shut it off after putting it in Park. It is possible that you 5 year old battery is in need of replacement. I would have it charged and tested.