I have an idea as to what might be the problem. When you overclock a 1055T to 3.9Ghz you use a 286 to 300Mhz bus clock and the RAM multiplier is set at x5.33 (i.e. the multiplier usually used for DDR3-1066). If you have anything at all (this includes minor timings like tRFC) in your RAM timings profile that is automatically set, it might be too low because you're using the x5.33 multiplier that is optimized for DDR3-1066. It would help if you could show us a picture of your RAM timings page and then we can go from there. This has been a common issue for people in situations similar to yours, particularly on GIGABYTE boards that automatically set the tRFCs to 90-110-90-110 for some reason regardless. If I'm right, then neither the board or the RAM is at fault. The reason I diagnose this is because when you're running at the default clock as per the ASUS optimal profile without stability issues at the default CPU speed and bus clock, you're using the different x8 multiplier and the auto timings are optimized for DDR3-1600 operation.
I'm also curious whether you've tried raising the CPU-NB voltage at all as per 66racer's suggestion. On an E0 revision x6, having 4 DIMMs at 1600Mhz shouldn't be a problem but you may need some adjustments before it is not a problem.