If your device (unknown model) is configured to shut down when external power is lost, it is possible that you have an intermittent connection. When your unit loses power, it's trying to shut down -- no different than if you turned off the vehicle and the plug is a switched outlet (don't know that either, at this point). Can you provide us with
a) the model of the device
b) whether the power connection in your vehicle is switched or always hot
c) whether you are using the original power cord
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