Could be a power supply issue..? May only present itself when under heavier load like high GPU activity etc.
But yeah, re-connect all power connectors on the MB, CPU, GPU, etc. make sure GPU, CPU, MB heat sinks & fans are correctly mounted.
Then run PC with case open looking / smelling each component..
What type / age PSU do you have..? There have been many a case of a failing PSU either under or over supplying power to components making it seem that the GPU, memory etc. that’s failed but was actually caused by the power supply..