sounds like you covered most of your bases...what gpu did he have in there before? was he running integrated gpu...what you can do is put the computer back the way he had it when it was stable except for the new psu....then stress test the system (gaming and prime95 etc) then if its stable you know the new psu is stable.....then try throwing the new gpu in..if it becomes unstable its the new gpu....you basically are trying to test only one variable at once so you can figure out the source of the problem...does this all make sense?
oh wait...so the computer only crashes in one game (shogun 2) not every game? so it plays crysis 2 perfectly fine? if thats the case then its most likely a driver/software issue....which the only thing you do to fix that is wait for a game update/driver update or try older drivers..what other games does it play fine with?