The EVGA PSU basically has enough power (up to 430W) if working properly, as mentioned before. But because it may be faulty, it may not be able to deliver required power to the system/motherboard (system might take up to ~ 250W). It may be possible that the motherboard is faulty (as well), but the prime suspect is the PSU.
Another remote possibility is the video card may be faulty (as well).
It is not really possible to test the motherboard for faults (not without using test equipment). So the other components are tested and eliminated.
As mentioned earlier, try the PSU in another computer, and/or try another known working PSU.
Could also try the video card in another computer, and/or try another known working video card.
If the EVGA PSU and the video card seem to work OK in another computer, and/or if the test PSU and/or the test video card still doesn't fix the issue of shutting down while gaming, then the motherboard appears to be faulty.