Few things I can think of:
1. Update your BIOS to the latest possible.
2. See if the RAM works properly with everything in stock speed (Load Optimized Defaults > Memtest86 8.0 from Passmark Software with default settings (all tests for 4 passes) - do NOT use Memtest86+!) (This might be even more important since apparently 2666 doesn't work)
3. Try leaving your RAM at stock JEDEC speeds first, and overclock the processor up until it's near its limits, then back off slightly while keeping the same voltage. Then check XMP profile again. Sometimes it's just the processor that needs a bit of extra juice.
4. See if manually setting VCCSA/VCCIO voltages to the recommended maximum for 24/7 use with OC RAM helps. Though, normally, Gigabyte Aoruses will intentionally overvolt the VCCSA and VCCIO to 1.25V or thereabouts by default (Auto) if you use an XMP profile to maximize stability (which IMO is a smart choice with highly clocked RAM, if you're asking me).
i5-9600K@4.9 | Patriot 2x16GB | Asus GTX 970 | Aorus Z390 Pro Wifi | Intel 660p 512GB + Kingston Fury 240GB + 2x4TB WD HDDs | Win 10