Just checked the cooler, it was seated correctly. But I reseated it anyway to check the paste, it was spread evenly and not too thin/thickly. The CPU seems flat enough. I'm going to blame this on faulty sensors, so I'll RMA the CPU anyway, just to be safe. If the new one they send harbours the same temperature readings, I'll be at a loss.
Also, system freezing during Prime95 stopped when I downclocked my RAM to 5-5-5-18 timings and 667MHz frequency, so I'll be RMA'ing both the dead and apparently-not-dead-but-somehow-faulty sticks.
Any chance of the MX-2 paste having an issue?

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