You can make xfce4-terminal spawn a sequence of commands that, after running your command, execs your preferred shell, giving you back control:
#!/bin/sh
exec xfce4-terminal --maximize -H -x sh -c 'sudo pacman -Syyu; exec bash'
Bonus for s6 users:
#!/bin/execlineb -P
xfce4-terminal --maximize -H -x foreground { sudo pacman -Syyu } unexport ? bash