Lots of questions to narrow down your issue:
What were you doing when it lost connection?
What drivers are you running?
Is this a new build or an upgrade from a different card in an existing system?
Are you running stock clocks or an OC?
Are your temps on the GPU within normal range?
Does it come back on after a reboot or cold start?
Can you try using motherboard video output and DDU the drivers and try installing them again?

That message tends to show up from some incongruence in software or corrupt drivers. I would start there to possibly narrow it down before going through the hassle of a return or RMA.

I don’t think it would throw that specific error but maybe set it to a different Hz or even resolution and see if it rectifies the issue. Or try another driver install or maybe a different version. Hopefully someone who has had this specific issue can chime in too.  But I would attempt those things first. Can you get to the windows event viewer and post more details it gives you there?