This is happening for me as well.
So far without FG, no issue.
Installed FG earlier today, and had 3 crashed to desktop, no apparent reason / related issue. 2 times on map fighting, once in Homestead.
No error message, no nothing. Just like closing application with Task Manager / Alt+F4.
Win10, i7-6700, NVidia 1060, 8GB Ram, Samsung SSD.
Assuming you are running the 64-bit version of the Windows 10 OS, the issue you are encountering with the "Forgotten Gods" expansion installed, is due to instability introduced with the x64 (64-bit) version of the game (quite possibly related to the Windows 10 build).
The issue has been aknowledged by the development team within hours of its release and is breing looked into. Until a hotfix comes up, it is suggested to run the x86 (32-bit) version of the game located in the "Grim Dawn" folder.
If you are running GOG Galaxy or using the "Launch Grim Dawn.exe" to start the game, the 64-bit version will boot by default, since your OS would be the 64-bit version of Windows 10.
In order to run the 32-bit version of the game you have to use the executable named as "Grim Dawn.exe" located in the "Grim Dawn" folder, instead of the one located in the "x64" subfolder, which runs the 64-bit version of the game.
Now, your game including the latest expansion, should run flawlessly.