Arducopter GPS loss and fly away

Hi folks,
Few days ago, I was testing my new build. I made a small waypoint mission. First time i did it, everything worked fine. After few hours, i attempted the same mission again.

I took off in stabilize, then switched to loiter for few seconds to test the position hold. The position was held relatively well. There was quite some wind…about 20 Kph. I later switched to stabilized, gained some altitude then switched to auto. The Hex flew towards waypoint 1 then suddenly flew away very fast. It flew with the wind and got caught up on a tall thorny tree. I lost 4 props. Everything else was ok.

Im quite new to APM, i have been trying to analyse the dataflash log file. I can see APM lost GPS satellites before flying away.

My question are:
Could anything that i set up wrongly have been the cause of the GPS satelite loss?
What is the best option for GPS failsafe?

Attached is the log file. I will also be very glad to get some tips on how I can improve my setup.

FRAME: Tarot T960 , FOXTECH 5008 - 340kv, 40A SimonK ESC, 1555 CF Props
APM 2.6 with external GPS/Compass
RADIO: turnigy 9XR/FRSKY
BATTERY: 6s 9000mAh

Looks like you had a GPS issue, as the HDOP starts out at 1.43 which is pretty reasonable - but during the AUTO, it increases to 2 (less good) and then jumps to over 29. By the time RTL is triggered, its 7.2, having been 99.

Thanks for the reply.
Is there anything that I need to change in my setup?

Try and work out if the GPS errors were transient, or caused by something on your airframe. It could be interference - try moving the GPS away from RX or other transmitters if you have FPV for instance).