Unfortunately I have now way if this happened to me on previous PCs because I actually played PS4 before buying this PC and starting to play on it. But no, this does not happen on other games. The other crashes are not happening when teleporting and just can happen randomly when in a dungeon or other battle content. There however is no grey screen that happens but it just kicks me back to be desktop, normally with no error messages. There was only one time I got a fatal DirectX error but that hasn't happened for a while and a couple crashes now. I'm sorry but I cannot pin an exact situation or action that is taken when the random crashes occur when I am kicked back to my desktop screen and the game force closes.
I did have some overlays I got rid of a couple days ago. I forgot to mention I run Discord in the background as well but I had an overlay for Discord and one other program which I have since removed and the grey screen crash when teleporting occurred even after removing all overlays. I know removing the overlays did help, though, because my FPS went up 10 frames on average and alt+tab to go to different programs used to crash the game where as now removing the overlays, alt+tab has not crashed the game once and it has been smooth.It does sounds like an issue with your graphics card but I'm not sure we should pin the blame on that yet.
Make sure you do not have any programs/overlays on in the background while you are playing, even if it doesn't look like it's interfering.
Check to see if there is an overheating issue (if you have the ability to monitor the system temperature).
My graphics card can usually go up to 75~80 C when playing other, more graphically intensive games but FFXIV only goes from 65~75 C. Manufacturer states my AMD Radeon RX 580 an go up to 90 C without any real concern and my graphics card settings has the maximum allowed temperature is set to 90 C. Any higher and the fan will either kick into overdrive it cool it down or my computer will turn itself off to prevent any damage.
I will try that again. Thank you.You can also try reinstalling the graphics card drivers if you have not done so already.
EDIT: Okay so as of right now typing this in, my graphics card has spiked to 85 C. I'll try to see if I can cool It down further somehow if it is an overheating problem.
EDIT2: I dialed back the power limit on my graphics card and increased the minimum and maximum output of my fan. It's a little louder, which isn't a problem, but it's keeping my graphics card down to 65~75 C with spikes to 80 C at rare times. It's giving more stable and higher frames than it did before. I'll see how it works out.