I am owner of a GA-X170-EXTREME-ECC to answer 1st question.
I use Xeon E3-1245 V5 SkyLake, which does support SGX, per Intel spec.
This reply is 14 months from original post, but wanted to answer SGX question.
I do not use SGX, and did not see it in F20, F21b, or F21e, all of which I took PrtScn's of bios pages.
I see it in F21f, which I received via attachment from esupport.gigabyte.com 9apr2018, published 9mar2018.
It is not yet posted to download page as of today @
https://www.gigabyte.com/us/Motherboard/GA-X170-EXTREME-ECC-rev-10#support-dl-biosAttachment is jpg of bios page from F21f , peripherals, cropped to fit size limit.