Same error just now, this time on DirectX11, and with eGPU + GTX Titan Xp connected. Seems hardware independent… Notably, though, this crash happened with HDR turned on in Windows Settings which has caused flickering issues when running over Thunderbolt with an eGPU
Fatal error: [File:D:/Build/++UE4/Sync/Engine/Source/Runtime/Windows/D3D11RHI/Private/D3D11Util.cpp] [Line: 198] Unreal Engine is exiting due to D3D device being lost. (Error: 0x0 - 'S_OK')