It turned out to be problems with "overheating", so I installed Macs Fan Control and set it a bit aggresive, ie linear, and it "solved" it.
I haven't heard back from the support yet though, but there seems to be an issue with the coolant paste to the north bridge. I'll see when I actually have time to turn it in. It goes from ca 40C
to 95C
in mere seconds when the fans are off.
The reason for "overheating" (ie quotation marks) is that it was not under heavy load, but the "CPU System Agent Core"-sensor was showing high values. See this question, CPU System agent core (TC0E/TC0F) running very high, where I in detail go through my temps and sensor data.