CPUZ shows the frequency at 800mhz because that's what it's supposed to show. DDR stands for Double Data Rate so a 1600mhz RAM stick will run at 800mhz but it sends information twice per ''cycle'' effectively running at 1600mhz.
Same goes for all other DDR speeds. Example: DDR 800mhz will show as 400mhz in CPUZ; 1066 will show at 533 and so on
You have it slightly overclocked, I assume with the CPU Host Frequency raised to achieve your current 830MHz. You are correct, DDR3-2133 should show ~1066MHz in that CPU-Z DRAM Frequency.
To overclock and achieve DDR3-2133 with that CPU and motherboard, you must manually set DRAM Frequency, timings, and voltage. In addition, you will need to raise CPU-NB Voltage to stabilize the high frequency. The CPU-NB Voltage is the memory controller voltage, and it will be unstable as you go upwards of DDR3-1866 since AMD states the CPU can only support 2 modules of DDR3-1866. By raising the voltage and finding the sufficient amount, you can force stability.
If you would like to read more details, you can search for the "AMD FX CPU overclocking" guides on the web, or you can visit the Official G.Skill Forum. There are many users that have already done this, so you should be able to find tons of information.