It seems like it's the motherboard. I specifically bought ASUS Z170 Pro Gaming so that it's the same brand as the GPU to avoid any issues but ....
Guess I'll buy a new motherboard when I'll switch to Ryzen :))
Until then, are there any settings in the BIOS that can "deliver" more power to the GPU or avoid these reboots? I moved the GPU to another slot but made no difference. Also, if I switched on anti-surge protection or something like that, the motherboard would say that the computer rebooted because of a power surge was detected and to protect my computer etc etc..