How do I go about troubleshooting a recently hardware-updated PC that started shutting off when under heavy-ish load?

A couple of weeks ago my PC was taking a long time to boot and running quite slow for things like gaming, playing guitar via audio interface, including audio clipping etc, so I decided to upgrade it as follows:

  • Mobo went from a gigabyte B450 to a B550m;
  • RAM went from 16GB DDR4 2666mhz to 32GB DDR4 3600 mhz;
  • Swapped a 1TB SATA SSD for 2 Samsung m2 nvme SSDs (one 980 Pro to use PCIe 4.0 and one 970 to use PCIe 3.0);
  • CPU went from a R5 3600 to a R7 5800X.

What stayed the same was basically my RTX 2060s GPU, my AIO water cooler from Cooler Master (ML240, i think), my 750W PSU and the two fans that came with the case.

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After the upgrade, my PC was back to running great: boot times were good, guitar playing experience improved, even gained some fps while gaming, but the thing that I notice is that while under moderate load it started making more noise inside the case and then there's a "clip" sound inside the case and it just shuts off.

I'm not that tech savy so I did some research and got the impression that maybe the PC could be overheating and the fail-safe mechanism was shutting it off to avoid permanent damage.

Specifically, the things i've considered were that (i) I could have overtighten the water cooler to the CPU, so I removed the thermal paste "buffer", (ii) maybe the water cooler by itself cant handle the new CPU, or (iii) maybe the PSU can't handle the new energy demand.

To try and isolate the problem so I could deal with it, I tried loosen up just a bit the water cooler, in case i overtighten it - which didn't solve it, and run Furmark with the CPU burner on but couldn't replicate the thing that makes my PC shut off.

Later I found out that apparently Furmark was not going to generate heat if that was what I was looking for, so I used Prime95, which still didn't make my PC shut off. Granted, the CPU reached 90ºC after about 2 mins, but that was about it, the sound wasn't as horrible as when I was comboing discord + chrome + gaming either.

Since the GPU is unchanged I haven't really thought about it having something to do with the issue, but I really don't know what else to try...

Does anyone have any suggestions on where to go next, or maybe the problem is obvious and I'm not seeing it?

Thanks!