Since the new update I've had an issue with the very first mission. As I get to the small orange dust tornado literally 10 seconds into the mission (image linked) my PS4 instantly turns itself off. No error message, no error light on the console, nothing. It also refuses to turn back on for some time after.
My PS4 is perfectly fine and has no issues with any other game, is well ventilated etc. I've also completely uninstalled and reinstalled Destiny 2, still not working.
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I had the same problem with my pro. Before you get to the tornado turn completely around and walk backwards into it and don't look around until after you've been teleported. Done it on two characters and had no problems since.