Now since a few months I have had the problem that once the number of domains being pulled in by gravity exceeds 500.000 my PiHole (running on NanoPi NEO2) is crashing completely once it goes to the step "Removing duplicate domains", disconnecting me from SSH and triggering a reboot.
The only person I could find with the exact same problem is here: https://discourse.pi-hole.net/t/updating-ad-lists-fails-with-1-9m-domains/
The troubleshooting in this thread went nowhere and I wasn't able to find anything in syslog/pihole.log etc. either.

While researching a possible solution I found out that the "sed" and "awk" commands for sorting the unique domains (the step where it is crashing) take a huge CPU load (confirmed by top command), suggesting CPU/Kernel instability.

Now I've did two things:

• Replace my NanoPi NEO2 512MB with a 1GB one
  
• Take multiple CPU stress tests, running without a problem

and it solved... nothing. Still the same problem.
I gave up and somehow today remembered that I replaced the power supply of my NanoPi because I sold the phone it belonged to. I checked and there it was... 0.7A. Fucking 0.7A instead of 2.0A. All this troubleshooting work and it was the power supply. Took a spare 2.0A power supply and the problem is gone, now I have a 1.000.000 domain block list.

tl;dr:
System crash at the gravity update lists step "Removing duplicate domains"
-> check the Voltage/Ampere of your power supply (most devices require 5V/2A)