There are many, many possibilities for BSOD including O/S issues.
If the problem only occurs when playing games you might want to monitor the CPU temp and the Vcore voltage for stability under a heavy load such as with Prime 95 stress testing for a couple hours minimum. P95 is the gold standard for stressing a PC to find hardware related issues. It may take quite awhile to isolate a BSOD or you might get lucky and find the issue early on.
No one can tell you exactly what the issue is when there are hundreds of possibilities so you'll need to do some investigative work to find the issue. It could be overheating of the GPU card, a weak PSU or many other possibilities. That's why P95 stress testing is the first place to start after you update the O/S, all of the drivers, the BIOS, etc. and re-seat all of the cards and cable connectors.
Building a reliable PC involves more than just assembling the parts. You need to be able to configure all of the BIOS settings appropriately. This can be quite involved and frustrating as it can require a lot of trial and error with stress testing. It is however often the only means to get a 100% reliable PC.