Run Memtest. Follow the instructions. You have stated that this has not been tested.
All you need is a USB, install Memtest and run it after BIOS and boot from it.....
RAM OK, it will pass, RAM faulty, FAIL. Fail RMA RAM. Pass move on to next part. Memtest86 is quite easy to use.
The 9400F CPU is only a few years old...That must be a poorly optimised PC game to crash PC. And also check CPU cooler/or replace CPU cooler to see if properly fixed to CPU heatsink...with thermal paste freshly done preferably.