Please  view the information in the Dell article in link below. The article might be able to help diagnose the unexpected shutdowns. The article also mention a tool (Nirsoft) that could be a help as well.

Identify and Troubleshoot Windows Crashes and Restarts ...

You could access the Event Viewer tool on the system to help diagnose as well.

How to Access Event Viewer and Watch Logs on Windows 10 

Thank you, in Win event log I have found this issue:

The system was shut down due to a critical temperature event.
Off time = 2018 - 01 - 22T23: 52: 28.105871700Z
Temperature zone ACPI = Intel (R) Dynamic Platform Thermal Framework
RT = 373 K

A few days ago a Thermal Framework was updated (I have seen the update), that's the moment when the problems started. I am not sure what to do now, any idea?

Thank you

I worked with Dell support. I was instructed to go back to a restore point before the update. I didn't have a restore point in my case, so I did the manual fix below with the support agent.

• Go to Apps from Windows Settings: Uninstall the current driver for "Intel(R) Dynamic Platform and Thermal Framework": (8.3.10207.5567) 
• Go to Device Manager. Find  "Intel(R) Dynamic Platform and Thermal Framework" and expand the list. 
  • Should be 8 listed Here like this:
    • "Intel(R) Dynamic Platform and Thermal Framework Generic Participant"
    • "Intel(R) Dynamic Platform and Thermal Framework Generic Participant"
    • "Intel(R) Dynamic Platform and Thermal Framework Generic Participant"
    • "Intel(R) Dynamic Platform and Thermal Framework Generic Participant"
    • "Intel(R) Dynamic Platform and Thermal Framework Generic Participant"
    • "Intel(R) Dynamic Platform and Thermal Framework Generic Participant"
    • "Intel(R) Dynamic Platform and Thermal Framework Manager"
    • "Intel(R) Dynamic Platform and Thermal Processor Manager"
  • Right click each of these and "Uninstall Driver", if prompted check the "delete driver"
  • Heading in Device Manager may disappear.
• Reboot
• Install olderversion of the driver: (8.3.10205.4743)
  • https://downloads.dell.com/FOLDER04437582M/1/Intel-Dynamic-Platform-and-Thermal-Framework_47HW3_WIN_8.3.10205.4743_A08.EXE

END

I was told to try this and see where it got me. I hope this helps you and anybody else who has this issue. I am still testing it out for now. 

Hi and thanks for the tip.

The proposed modifications seem consistant and I applied them to my XPS 15 having experienced very annoying shut down while using intensive 3D ressources.... and lost some work.

Have you experienced shut down since this modification ?

R 

I have applied suggested modification 8 hours ago, the system seems to work, but sometimes freezes for a moment (the mouse movement is very scattered). I lowered CPU voltage by 100mV and works well, so I am not sure if it helped now.

Experiencing the same problem. Proposed solution does not help.