I've recently acquired a new system with the Gigabyte Z390 Aorus Motherboard and the i9 9900KF CPU and could not get past the 4700Mhz as well.
The solution was to go to the BIOS and set the multiplier to 50 (it was Auto before). Now, every time I set "Performance" power settings in Windows 10 I get 5000 Mhz always. You can use CPUID CPU-Z to validate that as well.
Tip: If you want to get back to "Auto" behavior where the clock is not always set to 5000 Mhz just switch to "Balanced" power settings in Windows and you get the 1000-5000Mhz range again.
Just my 2 cents to hopefully help the discussion on this matter.
\Edit: By the way, I have Corsair Vengeance RAM (2x16GB).
