I have a Magic Mouse 2, Magic Trackpad and Apple keyboard. From time to time, mainly when I have higher CPU usage, my mouse drops it's connection. I have my trackpad next to it and it is still working fine, as is my keyboard.
I think I have narrowed it down to the amount of screen I have attached to my computer. At work I have a Dell 43" 4k screen and at home I have (2) 27, 1(34 wide) and (1) USB Screen. If I have all screens running then my mouse drops more frequently.
I have a 2018 Macbook Pro 15 with 16gb memory, i7, 4gb video memory