I found solution for me, just install the oldest version of Intel Dynamic Platform and Thermal Framework from here, and all problems has gone.
Thank you very much!!
i was having random Shutdown problem since July. I even stopped to use my laptop. Then I went to businesses trip and it is shutting down driving me crazy! I decided to reset PC, deleted everything from the hard drive -- but it didn't help. After one hour it started to shutdown and the did it more and more often. I called DELL support, I'd rather say "support". They wasted more than 2 hours of my time, charged $$$, but wasn't able to solve it. Thanks to this thread, i moved back this "thermal driver" and system seems to run stable again.
im now using thermal driver: 8.2.11000.2996 from 2016. Newer driver caused random shutdowns and system restarts.
The only concern is: it might automatically install new, bad driver, behind my back. How can I prevent dell to update drivers? That's really bad for dell to release untested software and fail to fix driver problem for more than a year.
Anyway, thanks for the solution. It must be marked as "SOLVED" by dell moderators but they marked "solved" in this thread https://www.dell.com/community/XPS/Dell-XPS-15-9560-Shuts-down-randomly/m-p/6064795#M9930 a message which gave no resolution whatsoever except "call us we will take your money"
Entirely agree, this is a major BS, a laptop of that price shouldn't in 2019 be that bad....
I got mine two months ago and I have the same issue and more.
I wish I would have selected a linux and not a Dell/Microsft.
How come they don't fix this update... It's crazy, a laptop of that price having this sort of issues in 2019 is a ripoff.