Just like Infa says, the tempsensors are stuck its a known problem on these 45nm chips, I got the exact same stepping as you and have the same problem. Movement of Core 1 is 0 and Core 2 is 3. My block is fitted right and makes even contact. I had these problems before with another E8400.
I mean even at 10x333 with 1.1v i get 41 degrees idle. And then when I Prime is stays at 41 degrees. So bad temp sensors, but great stepping.
Wouldn't wanna RMA it in a liftime :P
I noticed that even when I set 1.25vcore and 1.35vTT i still couldn't do a SuperPi run 7x600. I tried lower and higher voltage, different mem dividers all kinds of GTL, nothing seemed to help. Then I changed FSB Ref which was set to 2A nd changed it to 29. Lo and behold, I can run SuperPi stable and also with lower voltages. :D
So you good give that a try.