If your CPU goes above it's safe working temperature or maximum voltage then, if you have Hardware Thermal Control enabled under the PC Health Status section of BIOS then the system will automatically pull back the voltage and CPU ratio to protect the CPU but the system won't necessarily shutdown. That's why it is more than likely an error with the software.
Unless you have set the Warning Alarms under the same section of BIOS you won't get any warning if your CPU is overheating. These warnings are usually set to disabled by default so you have to manually alter them.
As I said before, when you unlock your CPU or make other changes when overclocking a lot of the software available starts throwing up bad figures. That is why I use several different monitoring programmes as then most things are covered.
I tend to use Coretemp for monitoring the CPU along with EasyTune6, HWMonitor and AMD Overdrive for voltages, timings but none of them are totally reliable and I use them as a guide rather than anything else.
The best way of checking things like CPU Temps and system voltages is through BIOS and a quick reboot and then entering BIOS will give you pretty accurate figures for your Temps if you are really concerned.