After disabling CPU Turbo Boost (Surface Pro 7, i5) in Power mode, not a single random shutdown or blue screen occurred.
It seems that these problems are directly related to the CPU and Intel Turbo mode. It seems to be a heat problem of the CPU that causes the crashes. Could be a design flaw.
Here is more information on how to disable turbo mode (read the comments below the article to find out how to disable turbo mode while the DC cable is plugged in):