So the wife and I made it to the Ruiner during the Bounty of Blood DLC. I am playing on a One X running on the insider Alpha program. My wife is on a One S vanilla. I play the game with the visuals set to “Performance”. Well I encountered the shutdown referaning overheating once we started the boss fight after a multi-hour play session. We took the night off, cleaned the console with compressed air and tried again a day later. After booting the console and wasting no time we began our encounter, just to have the console shutdown immediately. I read a few forums that said to change the Graphics Preference to Resolution. I let the console boot up again and made the graphics change. I selected continue, only to get a message that it was saved with the Bounty of Blood DLC that was no longer on this console. It started me on Pandora at the Covenant Pass. I checked and sure enough the DLC Bounty of Blood was not installed. Every other item (10 in total) was installed.
Edit: After the DLC reinstalled I loaded the game solo and changed the graphics settings to resolution and still encounter the shutdown. I changed the graphics settings back to performance and got the shutdown again.