It will work all day long, I'm running MSI afterburner to keep and eye on the temp and it doesn't get above 72 Celsius playing NW. I've read it can go to 88-90 ish. I don't think it would be a PSU issue due to running the same game with no issues for months. I figured the temp and opened up the case to clean, there was barely any dust. 

If you just turn on R8 without gaming, does video card work all day long just giving Windows desktop video?  If yes you either have a gpu overheat problem in the small R8 case, or psu underpower problem that it is not able to keep up with power need of gpu.  To differentiate this download and run HWmonitor to check gpu temp during idle and gaming.  If gpu gaming temp shoots sky high then it is overheating.  If temp stays cool but video still cut off during gaming, maybe psu is unable to supply rated power.

If you find temp all good and believe psu is adequate then it comes down to gpu instability when stressed (? hardware or software).  Looks like Windows itself runs all right.  Have you tried a clean install of nvidia driver for 2060?

Just did a clean install and same issue. I'm running the dell full system diagnostic tool now. 

Try run a user benchmark test of your 2060 to see if any thing is uncovered.  This will compare your gpu with same model of many other users.  https://www.userbenchmark.com
upload your result if you don’t mind.

User benchmark of R8 2060. You can narrow it down more specifically to your cpu spec.  https://www.userbenchmark.com/PCBuilder?searchTerm=Aurora%20R8%20RTX%202060

I have 350 hours in New World, and it is known to stress cards heavily.

Best thing to do is lower your GPU power limit to 70% with MSI Afterburner, which you already have installed. It should have minimal impact on your FPS, but great impact on the cards power draw.

I can get 120 FPS with all graphic settings maxed out at 1440P, while only using 65% of my RTX 3080 power limit. That nets me a maximum of 55 C GPU temperature.

Thank you all, I will be on it as soon as I'm done work. I greatly appreciate the help! 

I tried to run the benchmark and keep getting GPU failed, I've done everything I could to get it to run and followed a ton of youtube videos and still get the same error.  I also have been reading on other forms that BIOS update 1.0.18 is causing major issues to a few different Alienware models, mine updated on Friday 12/17 and that was the start of my problems. I'm a noob and don't feel comfortable doing what they say to roll them back, I don't want to take the battery off and destroy something.....ughhh 

Playing with bios update or roll back is inherently risky.  Unless there is veritable strong evidence to flash bios to solve your issue, do not do it.

consider getting a simple video card to replace your 2060 and test pc video stability. also test 2060 in a different desktop pc. This separates 2060 from R8 so you can isolate and identify the culprit.

There is supposed to be a new motherboard BIOS coming out on the 24th, that might help with your issue.

I would check the official DELL drivers page from time to time, to see when is listed for download. Dell driver page 

If you suspect usb3 is implicated in crash, remove all peripheral connected to usb 3 port and connect them to the rear usb2.0 ports.  check if crash becomes less frequent.