Breaks

I would check the brake booster and master cylinder. After you shut off the car, how many pumps of the pedal do you get before the pedal gets harder to push?

2 to 3 pumps and I also hear a squeak when I press them why the car is off.

2 to 3 pumps is good, but the squeak may indicate the brake booster diaphragm is developing a hole; does the squeak sound like a slowly deflating balloon? You may want to have your front calipers checked to as they may be the reason for the brakes sticking.

Right after I turn the car off I hear a sound of air being released. I have checked both calipers and they both appear to be fine.

From your description, it sounds like the brake booster may be going, but that won't make your brakes stick. I would put in a new brake booster, new master cylinder (often leaks out the back into the booster, and do a complete brake fluid flush.

Okay sounds like a plan to me. Thank you

I would check the front flexible brake lines, they are fairly cheap and not that hard to replace. With age and mileage the inner tubes crack and restrict brake flow, even if it does not solve the problem you have eliminated one possibility and they all eventually fail.