Good to hear it went away when shutting off the OC mode.
With overclocking and the delay issue you saw at shutdown, if its really necessary to overclock you can try a slightly lesser overclock until you find a overclock that is bug free and runs cool.
This i7 6700k CPU. Overclocking it would pretty much just be for bragging rights, to say my computer is faster than yours etc, as for I dont see any other purpose. Its powerful enough as is and games will run great on it. An overclock I cant imagine having any performance benefit for current games even the heavy resource games. Only purpose to run that CPU overclocked I could think of is if its being used for mathematical computation and coming to an end result or discovery with whatever scientific calculations that are running sooner vs later by a couple minutes or so matter vs running it at normal clock. In a business where time is money and they want and answer or end result of running computation sooner than later then I can see it worth it to push a CPU hard, but then there is the situation where there are servers out there with modern server class processors that far out perform for mathematical calculations with large cache banks to use and more cores.
Note: If your overclocking your GPU and leaving the CPU alone, you "could" get better frame rates depending on what game your running at the cost of heat and higher electric bill and risk of cooking a video card.
I dont see that CPU at all as any bottleneck to where it needs to be pushed harder. If your looking for maximum noticeable performance I would leave the CPU alone and just focus on the GPU.
Regarding:
It might have happened after i turned on OC Mode on MSI gaming app, but people and msi says that it is completely safe.
There is no completely safe overclock. If you overclock your taking the risk of cooking components. Some overclocks are not just changing FSB or multipliers, but to push it to a higher level of processing requires more electricity. And so then your messing around in the very dangerous for component area of overclocking where your up ticking the voltages by a tenth of a volt at a time and trying to seek a functional bug free state that then has enough power fed to it to maintain stability whereas at normal voltages its starving for electrons in the overclocked state. Your RAM for example then starts to heat up hotter than just a FSB increase and if its unable to deal with the extra heat created when pushed hard you can have a melt down of CPU, GPU, RAM, or motherboards VRM or other components like a bridge being pushed to hard and have a dead computer on your hands. Additionally you can stress it to where you can partially damage it too, and it then becomes crippled or acts up under certain situations because a component is partially cooked to where when its cool it is fine and when it heats up it then crashes or freezes etc. Whereas if the overclocking was never performed that same computer may have lived a longer life without the issue cause by overclock stress damage.
My overclocking i have done, i have left my voltages alone. I have seen others push the same CPU as myself harder into the 3.1-3.2Ghz range, but with liquid cooling and they had to increase the voltage to RAM etc and its not worth an additional processing power gain of 5 to 10% above the overclock that I can get at normal voltages which is already 12% overclocked. In my situation I have an 8 year old Athlon II Quadcore CPU and to have it run faster, an overclock is the only way to do this when the CPU just meets the minimum requirements of some games and so pushing it harder does achieve better performance because the CPU is otherwise a bottleneck to better performance with this older hardware.