Question GPU Stop working while playing game

[Enormous]

Hi, I just got RX 480. I found some problem, when I start to play some game that requires high spec ( like bf v, gta v, etc ) my gpu stop working, but everything still work, even a discord. I tried re-install driver, windows, PSU, etc. But the problem still exists, Is my gpu faulty ?

My specs:
MB: ASUS P8Z77V-LX
GPU: Power Devil RX480 8 GB
RAM: 4GB DDR2 (2,9GB Usable)
CPU: i7-2600K stock
OS: Windows 10 Pro 64 bit
PSU: Thermaltake Smart M 650W 80+, Corsair VS450

 

[Enormous]

I tried running Furmark, it runs fine until one moment that gpu fan is going to max speed. Boom, no signal. So what's wrong with my PC ?