Three dashboard lights popping up

Three warning lights (check engine, oil, battery) come up simultaneously within zero to five miles from starting point while driving with stone cold engine.

One hundred percent of the times those said lights come up when I am at intersection so speed at zero when the the lights come on.

The car tells to shut itself down when the said lights are on.

After that I restart car and the lights are again off and usually I am good to drive to the destination without those lights ever coming up again during that trip.

Roughly fifty to sixty percent of the time these lights come up when I start driving with stone cold engine and usually I have to shut down and start car at least once, or even twice per journey.

What I have checked and confirmed that the fault is not in: Battery, oil level. No fault codes either.

Any suggestions where to look next? Is it dangerous to keep driving?