You probably do not have that setting in Windows because you disabled SpeedStep - EIST in the bios. At least this confirms that this setting in your bios is working correctly.
While we are on the topic of what monitoring software to believe, here's a good example of what various monitoring apps do not tell you.
http://img255.imageshack.us/img255/6/monitortest.png
For a test I decided to fully load my Core i5-3570K with Prime95 - Small FFTs.
In the top left corner, the Windows Task Manager shows that this CPU is indeed running with all 4 cores at full load. If you look at Core Temp, it agrees and shows all 4 cores running at a Load of 100%. CPU-Z nods its head in agreement and shows all 4 cores running at 4000.0 MHz. HWiNFO 64 also confirms that all 4 cores are running flat out at 4000 MHz.
Now have a look at the Prime95 results so far. Worker #1 has already completed 12 tests while Worker #2, #3 and #4 have only been able to complete 2 tests each. There is obviously a very serious problem with those 3 cores but the majority of trusted monitoring apps are completely oblivious to what is going on inside this CPU.
Now check out RealTemp. Right away it is obvious that there is a problem because the Load is only being reported at 35%. RealTemp does things differently. The Load meter does not use some crappy Windows API function to get its load data from. It digs deep into the CPU and accurately measures what percentage of time a CPU core is in the C0 state. This is the state that a core will be in when it is working. If you don't see 100%, the cores are not fully working. In this situation they are being throttled by what is called Clock Modulation throttling. If you look at the Thermal Status area of RealTemp, it reports this throttling.
If you look at ThrottleStop, you get a clearer picture of what is really going on. Sure the first core is running at full speed and it is spending 100% of its time in the C0 state like it should be but if you look at the other 3 cores, you can see that they are all being throttled and are only spending 13.3% of their time in the C0 state. You can also see what cores are using Clock Modulation throttling to reduce performance. After looking at this data, finally a user has an explanation why the Prime95 results are so skewed. Three of the cores are being throttled to death.
A few years ago, one of the world's largest laptop manufacturers "accidentally" released a bios that used Clock Modulation throttling on all of the threads except for the first thread. On a Core i7, 7 of the 8 threads were being throttled with various amounts of clock modulation so users were prevented from getting full performance out of their laptop. Did they do this deliberately because they knew most monitoring apps would not be able to detect a problem? Maybe. Since ThrottleStop was released, they don't do that anymore.