I've got the same problem. You have to change teh ignition switch.

My 940 GLE is cutting off abruptly when I am driving. This can happen at
anytime, anywhere, and at any speed (slow or fast). It can cut off when I
am driving up the hill, down the hill, on the curve, or straight.

The interesting part of it is that, after it cuts off, it won't start
immidiately when I try to start it and I must wait for about 5 to 10
minutes before it starts again. Then it might drive for about a half a
mile or a mile before it cuts off for the second time then all I have to
do is wait for about 5 to 10 minutes before restarting it.

Also, I have noticed that, this problem tend to occur and persist more
often when temperature is high (hot)especially.  I mention this because,
the other day, the temperature in my area was hot (in 80's), and this
vehicle had been parked directly in the sun till around 2 pm in the
afternoon. When I tried to start it from the ignition switch, it wont
start. I took a screw driver and started it from the starter with no
problem. By the way, if I have problem starting or restarting the car from
the ignition switch, I can always start it with a screw driver from the
starter. So while I am aware that I need to replace igniton switch, I am
not sure why it is cutting off on me abruptly when I'm driving.

If anyone out there has an idea or can offer a suggestion, I would
appreciate very much.