I have the same issue happened with my PC, while I was playing Warframe. Just after about 15-20 minutes of gameplay, the PC shuts down by itself.
There were no errors or bluescreen. Just a "Shutting down" screen.
At first, I assumed that it was overheating, then I checked the temperatures of both my CPU and GPU, and they're both fine.
Then my another guess is my old hard drive which is about to die, showing signs by making tick noises and I disconnected it. Still the problem didn't go away.
Now I went over here, and I read that it was the PSU responsible for the unexpected shutdown. My PSU is old now (maybe 9 years as of now), even though it has 600W of voltage. And I'm trying to confirm if my PSU is the problem or is there any other ways than cleaning the fans and heat sink which is I'll do it immediately.
System Configuration: Android / Chrome 71.0.3578.99
Yesterday, I cleaned everything up including the fans and heat sinks of my PC. It relieved me that it went well and jumped to conclusions that my PC just had a dirt problem even though the dusts are in a teeny-weeny amount.
But then, today, the problem came back. I was not even playing. I turned it back on, checked everything including the temperatures of my CPU and GPU, still they're both fine. After checking (for few seconds) my PC shuts down again.....
I swear, I wanna jump to conclusion that my PSU is too old to function properly right now, but I cba if there are other things that caused it instead of the PSU which is why I have to be very damn sure........