On my end it became clear that the issue was a hardware thing. After all the possible testing, settings changes and multiple Windows resets I decided to try to do a clean install from a USB stick. The system froze in the middle of the selecting languages. So that told me that the issue was a hardware problem because it happened outside Windows.
One thing I did do was that I took the automatic reboot on system failure setting off. When the issue happened the system just froze and did not shutdown. So most likely the issue was not a power related thing.
Now I have requested a replacement, sent the faulty unit to Corsair and now I'm waiting on the the new one. Haven't been sent the tracking number though yet.
The customer support with messages was and is slow but by calling I got fast service. The DHL shipping was super fast. So I would suggest to call the support. That is the fastest way get help.