I'll add that from experience CPUs almost never die, especially post 2000 chips with Watchdog functionality - if anything happens (overheating, too much or not enough current or voltage, etc) Watchdog just shuts the system down.
The only CPU I ever had die on me was my i7-5960X due to a power surge in the house this winter (and yeah, I was dumb enough not to have a surge protector, lol). But Intel replaced my CPU within 3 days, which was epic, and now I have an even better chip that wants less voltage at 4.5GHz - great for keeping them temps down!
My 5960X is a funace of a CPU, as most owners will know, but a Corsair Hydro H115i cooler with two Noctua Industrial 140mm fans keeps my system as quiet under load as it is when idle - but I do let the CPU operate at ~75-83'C under load as a trade-off for quietness - CPUs are designed to sustain this without problem. I think throttling begins at 92'C for my CPU, but I don't think mine would trigger under manual OC settings.
Overclocking generally now is much easier than it was back in the day, as Juraj said. Thing is, however - AMD isn't really good at it. You can squeeze out a lot from Intel CPUs (my 5960X went from 3.2GHz all 8-core to 4.5GHz and could reach 4.6 or 4.7GHz if I had proper watercooling), but AMD are already pretty much on the line without much wiggle room.
What you CAN do for extra speed with Threadripper/Ryzen is use fast RAM, since AMD's "infinity fabric" interconnect between CPU dyes is very sensitive to DRAM speed (great concept, bad execution, won't go into technical details).