I'm also facing same issue on my ROG Phone2. After two months observation I've fond some Root causes from my perspective for
@Gustav_ASUS reference.
This problem was not happen for upgrading OS, because i face this issue before upgrade also.
The problem is Temperature controlling. If temperature get more then 40°C mobile get switched off suddenly. below steps is my observation.
While playing PUBG if temperature crossed 40 °C it's get Shutdown. I've change Temperature control LOW on Armoury Crate -> Game Profile -> Performance. After change this till i haven't face this issue only on while playing PUBG.
While charging phone temperature rapidly in-cress then phone suddenly get Shutdown.
I've face these problem only on day time. Night time I've not face this issue. because night time atmosphere temperature gets low. so phone didn't cross 40 °C temperature .
So these all are my observation, Please take into your road map and please fix this ASAP.
Thanks.