Try fully clearing the CMOS for 20 minutes or so, with the PSU unplugged from the wall and press and hold the case power button for a bit before you clear the CMOS.

If that does not work, reflash the latest BIOS using Qflash and be sure you disable Keep DMI Data before you flash. Then after you flash go in and load optimized defaults and save/apply/reboot F10 Back to the BIOS.

Once in the BIOS again set your SATA/Disk settings to what you need, your ram voltages, and anything else you need to set.

Then be sure you have C1E and EIST enabled (Disabled if you need off) and go into windows, if it is still not working go into control panel/power options, and select once of the power saving options for enabling or high performance for disable.

Then go into the advanced settings for the plan, and choose the Min/Max CPU % States that you want used.

If none of that helps there may be something wrong with your board, and you may need to RMA if you need speedstep and it is not working, but it's definitely not normal of the board/model for it to not work either way