I have been experiencing the same problems as yourself. (Air Cooled RX Sapphire Vega 64)
Im currently having a problem when running games such as PUBG (Constant crashes with PUBG error message appearing), OverWatch (Screen turns black and reappears only showing the game window border) and Rise of the Tomb Raider (Screen turns black and reappears only showing the game window border).
Originally when playing PUBG my PC would power off, swapping out the faulty PSU (Silverstone SX800 - LTI) fixed that problem, so this new issue doesn't seem PSU related.
I have noticed two things when i experience the crash.
1. GPU gives a hard push of air and then game crashes.
2. Back of the GPU has red LEDs ( not sure what technical term is) that seem to go ballistic just before the crash.
I'm in work at the moment so i cannot send the spec of my PC, ill update it tonight with the troubleshooting steps i have taken
I'm going to try to return the card, maybe exchange it.
Since posting I have gotten another PSU, wiped the OS drive and changed to Windows 10 (from 7). No good.
Turns out the cpu heat sink had came loose.