Here is a list of all the processors your motherboard can support, along with the minimum required bios.
As to how to evaluate possible processors, I find it useful to look at the passmark ratings.
For example, your I5-9400F had 6 threads and a rating of 9591. That is when all threads are fully running. The single thread rating is 2491. Single thread performance is probably the most important for gamers.
https://www.cpubenchmark.net/cpu.php?cpu=Intel+Core+i5-9400F+@+2.90GHz&id=3397
Fortunately, with the 10th gen processors out and ryzen 5000 series processors, 9th gen intel seems to be on sale.
A i7-9700K, for example has 8 threads and a rating of 14608/2914
https://www.cpubenchmark.net/cpu.php?cpu=Intel+Core+i7-9700K+@+3.60GHz&id=3335
Even though the K suffix processors can not be overclocked on your motherboard, they will turbo up higher at stock.
Even a 9900K is possible, but I doubt that your motherboard is very well suited to that.
Plan on a good aftermarket cooler.
How high a turbo you can get is partly determined by your cooling capability.
Look at the power supply, and see if you can identify some 6 or 6+2 pin aux graphics cables. A stronger graphics card is going to need at least one of them.
If there are no such cables, you will need a replacement psu.
Using molex adapters is not recommended.
Here is a handy chart to size a psu for different graphics cards:
http://www.realhardtechx.com/index_archivos/Page362.htm
If you need better case cooling, you can always replace the front intakes with higher rpm versions, albeit at the cost of noise.
If you have not already done so, connect your monitor via a good quality displayport cable. DP supports faster speeds better.
If you have aspirations to play fast action games at 4k resolution, you are looking at a 3080 class graphics card or better.
Such cards are now overpriced and scarce.
There are a couple of experiments to let you better understand your options.
a) Run YOUR games, but lower your resolution and eye candy.
This makes the graphics card loaf a bit.
If your FPS increases, it indicates that your cpu is strong enough to drive a better graphics configuration.
If your FPS stays the same, you are likely more cpu limited.
b) Limit your cpu, either by reducing the OC, or, in windows power management, limit the maximum cpu% to something like 70%.
Go to control panel/power options/change plan settings/change advanced power settings/processor power management/maximum processor state/
This will simulate what a lack of cpu power will do.
Conversely what a 30% improvement in core speed might do.
c) While all 6 threads may show activity, that does not mean that they are EFFECTIVELY used. Experiment with removing one or more cores/threads. You can do this in the windows msconfig boot advanced options option.
You will need to reboot for the change to take effect. Set the number of threads to less than you have.
This will tell you how sensitive your games are to the benefits of many threads.
If you see little difference, your game does not need all the threads you have.