From discussing this issue with some other people here, it seems as though there have been a few reports of similar occurrences involving the Engine and/or projects in the past, but we have never been able to reproduce them internally or determine what caused them. One person even mentioned a recent experience where his GPU crashed while playing a game, and when he restarted the computer the game he had been playing was completely uninstalled. So it does not seem to be something specific to Unreal Engine 4, but so far it appears to both be very rare and very random.
With regards to your dxdiag information, the more you can provide the better. I don’t think there would be any hardware-related causes for this issue, but I want to try to rule that out. You can upload the dxdiag text file here or, if you prefer to provide it privately, you can send me a [private message][1] on the forums with the information.