I have a very similar probelm to yours - I have a later model Beocom 6000 and it's showing exactly the same symptoms of powering off (and occasionally completely freezing) when "Withheld"/Anonymous calls come through.
I understand the "faulty phone" argument, but I have to say I'm a little sceptical too as I have 3 BeoCom 6000s - 2 old ones and the newer model - and the first two had a persistent fault where they'd disconnect from the basestation. It took me quit a while to convince the dealer that there was a fault with the unit (as opposed to range/interference problems) but following a firmware update, the phones pretty reliably now (I won't go so far as to say "perfectly" though). It was really only when I printed out other B&O user's comments from various sources that the issue was taken seriously.
Now - back to the Mk II BeoCom 6000 - I've always had the problem, and stupidly lived with it, but like you, I'm now working from home and the phone lock-ups are a problem. It's only a gut feel, but the behaviour looks very much like a software problem to me - I would expect a hardware fault to be far more random when it decides to power on/off. As such, I'd hope B&O would be rather more open about providing a firmware update.
I'm going to take up the problem with the dealer and see what happens. I'll post back when I have an answer.