Hey
I have the same board as you w/ a 2600K. I too have noticed the C3-C6 states to be somewhat dodgy. I THINK this occurred in BIOS F8 which I'm running atm, because even if I load optimized defaults, returning everything to stock, I get freezes and need to do a hard reset. I didn't get freezes at stock with BIOS F7, and I don't get freezes with my 4.7 overclock.
However, if you're overclocking you don't want C3-C6 states enabled anyway; all they do is to cut the idle power consumption by a few watts and enable the proper operation of the turbo function. You typically don't use Turbo when overclocking, so no loss there, and the freezing don't justify the few lower watts power consumption - AND it severely limits the throughput of an SSD at larger block sizes. This is a known bug with Gigabyte mobos.
bottom line: I wouldn't worry about losing the C3-C6 states. EIST and C1E are fine to have enabled and won't hurt anything.