Update
I followed up on axe0's suggestion to run stress tests on the CPU and everything worked fine on 3 cores.
In the end, I decided to RMA my CPU to see if I can fix this issue once and for all....

Specs
Motherboard: ASUS Z170 Pro-Gaming
CPU: I5-6600K
RAM: Corsair Vengeance LPX 16GB (2x8GB) DDR4 DRAM 2666MHz (CMK16GX4M2A2666C16R)
GPU: EVGA GeForce GTX 970 4GB SSC GAMING ACX 2.0+
Storage: ...