It depends on the motherboard. For some reason all that is still working on my Biostar when I overclock using P states. So I overclock my CPU and still have all that power saving enabled or at least clock and voltages are changing depends on load etc. There are 2 ways to OC Ryzen. On ASUS, ASRock and Gigabyte you can change CPU multi. On Biostar and and I think that also MSI, there is no direct CPU multi option. When you change multis directly then power saving is turning off. I can be wrong at some point but this is what I've noticed while overclocking on ASUS, Gigabyte and Biostar boards.
When you OC with bclk then above some frequency pcie mode will be lowered. So it will go from pcie 3.0 to 2.0 and then to 1.0. In general if you have all multis for CPU and memory that you need then don't touch bclk.