I think this is mainly a driver issue, because It was happening to me either. 19.9.x is a mess, constants crashes with BSOD and also complete system freezing.
On 19.10.1 Is much more stable, but BSOD and Freezes still occurs in some games, you never know when, but it happens.
After reading tons of info and talking with a lot of AMD Vega owners and other new Navi customers, I made some changes that helped a lot.
- Disable VSR for every display connected.
- Set "Wait for Vertical Refresh" to "Always off" DO NOT use Enhanced Sync, it will bring you a lot of crashes.
- Do some undervolting to the card, at least the Auto-Undervolt feature, manual is better.
- Increase fan speed to achieve more agressive fan speed curve. I disabled the 0 RPM fan option (this is personal), I wanted my card to ALWAYS stay cold, Vega does not respond very well to high temperatures, and if you keep like 750RPM on iddle you will not hear the noise, is like silent and GPU will enjoy 25 degrees.
- On memory config, set state 2 as a minimum state, click on STATE 2 and : "Set as minimum state", some HBM2 memory sticks have some stability problems due to high fluctuation frecuencies, some games provoke this so better avoid that.
- Don't use PCI-E daisy chain cables, EVGA PSU's are one the best PSU's for Vegas, but even then, some connectors can fail if you force just one cable to deliver all the power for the beast. Use two separated cables.
- Maintanin Windows 10 updated with the last version always, some things improved a lot on 1903 for Radeon Gpu's.
And of course, try always to use Vulkan or DX12 when possible, those API's are the best work environment for your Vega, she will work less for better results, with less power consumption, more control, and less crashes.
And the last one, if you can, change the thermal paste for a good one (Noctua, ThermalGrizzly, Arctic Silver), and thermal pads , I remember those pads had horrible problems on some STRIX cards and VRM can be overheating, VRM temperatures are not showed on MSI afterburner or Adrenalin monitoring. Follow this link from Reddit if you want to know more :
STRIX VEGA: Fixing the horrendous VRM heat management : Amd
Sorry for the long post my friend but you bought a special card. She will require a lot of care to work at fully 100%.
And also cross fingers for AMD to release a decent driver next month.