had the same issue Anthem is extremely CPU intense (60% load for just standing in Taris ???).
Solved it by setting an AVX offset in the bios, so my i9-9900K currently runs at 5.1Ghz on all Cores on non AVX load and on 4.8 on all Cores with AVX load.
Antehm is stable since I set the AVX offset to 3 (5.1GHZ - 0.3GHZ).
The CPU now jumps between 4.8 and 5.1 Ghz in Anthem but all is stable.
Anthem is the only game that needed this (shadow of the tomb raider, farcry 5 and farcry new dawn did also run with 5.1 all the way) so may they just make "very intense use" of the AVX Instructions...