I can run Conan Exiles all day on my laptop, but when I run it (previously) on my desktop it would always crash with the following error:
"Unreal Engine is exiting due to D3D device being lost"

After reading up on this error, apparently there are problems with the Unreal Engine, and a lot of people still get this error in Conan and other games with UE. Unreal developers have yet to address it seriously, according to what I see as of this post.

However, I was able to eliminate the error for me, at least on startup of the game (and well into gameplay so far), by simply turning off Crossfire mode for this game. I tried all the different Crossfire modes but none worked, it simply crashes with this error. Maybe the same with SLI if you have nVidia. BTW all my dxdiag tabs look fine and DirectX-12 installed as well. Someone else made a suggestion of forcing the game to start with DX11 with a startup script but I hadn't tried that yet.

Perhaps that will help someone else who has trouble playing this game or other UE games.