m15 R2, crashing when gaming

I just purchased this brand new Alienware laptop for gaming on the go as well as minimium graphics tasks. I recently installed Rocket League and Division 2 on the laptop. I have noticed that especially when playing rocket league the laptop either starts to lag or all of sudden has a critical failure and restarts. I have never experienced this when gaming on any other computer. The laptop is not running hot and its not a very graphics intense game. 

I have noticed that I end up with dropped frames when I have played the Division 2 as well. I am curious as to why the laptop keeps crashing unexpectedly. 

The laptop has been fine otherwise when it comes to day to day tasks. I also use this as a streaming laptop when playing on my PS4 and Xbox and have not had any issues at all. Hopefully someone can help me figure out why just playing a simple game like Rocket League causes the laptop to fail and restart.