I ended up sending the GPU back and waited a couple of weeks for a replacement.
Brand new GPU in place, and within 10 mins, everything froze again while playing a game!
So that rules out the GPU.
I checked event viewer, and noticed there were a couple of warnings/errors to do with the HDD.
The HDD is purely for storage, the games are all on the SSD so I was thinking this would have nothing to do with the crashes, but physically unplugged it and tried a few games again.
Well, this seems to have done some good... the problems where everything just freezes mid game and I need to hold power to reboot have not happened since.
I did have a crash where the PC rebooted itself though.
This crash did show a Kernal Power Error 41
So, I have 2 questions!
1 - Is there anything I should do with the HDD? plug it back in and defrag or something? Or is this faulty hardware?
2 - Does the 41 error basically mean I have a faulty PSU too?