Bad power supply? It's possible that your system is getting starved of power or it's getting fluctuations. If your CPU is stable at high loads while your GPU isn't being taxed , but when both are taxed and it crashes, it seems either your video card or driver are to blame -or- if they both check out, you have a bad power supply. You could also question your system RAM, but that can also be easily tested with MemTest86+.
I think it would be the power supply like you said. On prime95 or other tests only the cpu is beings stressed, therefore it is the only thing drawing significant power. The game is drawing power from both, and was probably drawing the max before the cpu was overclocked. The OC probably puts it over the edge. Is it possible to run furmark on top of prime95 to test gpu and cpu at the same time? I've never tried that, and don't know how it would work out.