Does the convection oven baking feature still utilize microwaves to do the baking/broiling etc?
Such things can be make and model dependent. What can give you a hint is what the documentation says about metal cookware being or not being permissible when using the convection mode. If in doubt, ask the manufacturer.
It should not, in principle, continue to microwave. But I have heard of combos which continue to microwave even though the knob settings suggest they shouldn't. So, you will have to test it for yourself. If you try baking some bread and it behaves like microwaved aferwards, your microwave is staying on.