R7 260x recommended minimum psu is 450w. 430w is pushing it a little but shouldn't be a problem as the 260x generally requires @19a and the cx430 is pushing 26a on the 12v rail. Maxed out you shouldn't be using more than @350w or so,probably closer to 300w. That's assuming you are not oc'd on the cpu.
Run a stress test like OCCT, it has built in Temp readings and graphs, and run msi kombuster, both are free. Occt will automatically stop if temps hit 85° on the cpu, and kombuster will cap temps at 80°, so no worries about overheating. If you shutdown it should be recorded in Windows event viewer, it may not be temps at all, the CX series of psu are not the greatest, so it may be a psu problem, or if you've tried OC it may be a bios setting causing instability, or it could be a driver related issue. There isn't any clear cut answer to your issue, just time to start weeding out possibilities.