This is a new issue after latest updates.
I run games like Konami Soccer 2023 - Terminator and few other games. After I start playing the device dies even if I'm running on performance mode. I tried silent mode it didn't die on it.
After this happens I have to plug it in for a few moments until its orange led lights up.
It's so frustrating and I think I'll be returning it soon if there is no quick fix for this issue.
Seems like you got a defective unit. Imagine if what you experienced happened to all Ally's, there'd be riots.
You didn't mention how long it takes for the device to die, or whether it shows low battery after plugging it in and turning it on.
All you had to do was exchange it. Anyways, you do you.