I cannot answer about asus x58..as I have only an evga..wanna trade?
For power-saving ,leave speedstep on and c-states on auto.
"there are 3 power saving settings, right?: C-State, SpeedStep and C1E. Should I activate all these 3 features?" Yes, on auto
To see if turbo is enabled..open Cpu-z and run like..Super Pi set to 1st-core affinity.
If you have set to 3.8 and it goes up to 4.0..you have turbo on.