Well, here is some result. I hired a diesel mechanic and he traced it down to the solenoid.
First, the solenoid is not getting power. He traced the wire back to the instrument panel and out of 3 yellow wires, this one does not get any. The two others do. He said that this wire goes to a control unit, so that has to be investigated next time.
He removed the solenoid and the engine runs fine. It ran it for half an hour and there was no shut down. Obviously, it has to be shut down manually now with a stick, since the turn on/off key controls the solenoid.
I know this is strange and might not makes sense, why was it running before, but shutting down after 10 minutes.
Any clue or input will be appreciated.