OK, so....
At monday (30th of march) I updated my PC from:
i5-4590 + 2x4GB 1600 Mhz HyperXFury + ASUS H81M-C
to:
Ryzen 3 3200G (bought it cause I dont need much performance right now and I'm low on money) + 2x8GB 3200 G.Skill Ripjaws + ASROCK B450 Pro 4 F
(un-updated specs: Saphire R9 280 3GB + some Corsair 450W 80+ PSU + GoodRam 128GB SSD (system mem) + 500GB HDD + 1TB HDD + generic CD/DVD)
So, I had NO problems with old spec: GPU overclocked, CPU running 3,8-3,9 GHz, no temps problem, AAA titles all day long etc.; ,
but after I run first game (new COD battle royale) to test new specs, PC shut down after couple of sec. in Warzone menu (where your avatar walks with a gun).
First thought was that something is wrong with my RAM OC, so I turned it on in BIOS to 2166 MHz and tried Warzone again: PC shut down itself after GPU usage went over 68%.
At this moment I thought that maybe my PSU is to weak and I need to finally buy a new, more powerfull one, but I checked that this new spec is using 20W LESS than old spec.
Next I tried to underclock GPU and tested it in Furmark = shut down immidietly after I pushed a button to run a benchmark.
After that I disconected my GPU, tried some things with Vega 8 GPU (Furmark working with no problem, Warzone working also, with high usage of RAM, but no crashes).
So now I reinstalled GPU drivers and it turns out that I can run Furmark bench on the lowest res (400x300) when underclocked to max (like 470 on core and 651 memory).
Now I dont know what to do and what part of my PC is not working properly...
(I also did Prime95 bench to eliminate CPU problems - no problem with this bench)