Dell XPS 15 9550 won't restart properly (shutdowns instead)

Hi,

I have a problem with my Dell XPS. It is 9550 with i7 6700HQ and GTX 960M, non-touch screen model. Service tag: I've bought it without SSD and then bought Hynix PC300 512GB NVME. Okay, after installing Win 10 from a USB stick on it (1803 created with MS Media creation tool) it won't restart properly. Even just after installation was done when the system needs to restart to continue it didn't do it properly. Stuck on the last seen screen (that one was a blue background with a cursor) for about a minute, then power led turns off, system lights start to blink two ambers one white (CPU failure), fans on max RPM and the computer shuts down after maybe 30 seconds. If you try to turn it on after that, it starts normally sometimes it runs quick hardware check. Normal Shutdown from Windows 10 works perfect, it shuts down in about 10-15 seconds.

What I have done:
Unplug the battery and main, then hold the power button for 30 seconds

Unplug BIOS battery for about 12 hours

BIOS update (before it has 1.80 installed, now it is 1.90)

All updates and drivers using Dell software

I also have done Full hardware test from Dell website - it passed everything. I've started using a different memory module - nothing changed. Checked with another SSD (some M.2 SATA Kingston), still the same issue.

It is quite strange because when it needs to reset from the BIOS level, then everything is fine. Also, I have Windows 10 Portable Edition, which I run from USB stick. I've tried to click Restart from this system - computer restarted perfectly. From Windows 10 installed on SSD it always does the same.

After that, I've downloaded Windows 10 1809 and installed it by USB stick. Nothing changed, then I've made a USB stick by Dell Media Creation Tool - the installation was different but it has the same issue, still.

At some point, I realized that it has Raid On option checked, I've changed it for AHCi before one of the Windows installations.

I have no idea what else I can check. Is it a common problem with the laptop? I couldn't find anything on the web because when I'm searching for restart issue, most of the topics are about 'Computer won't turn on, black screen' or 'Computer won't start after resetting done' and it is a completely different issue.