I don't know of any dependency of OS on overclocking except maybe some BSODs in windows if OC is not stable enough. As real OC is done in BIOS you don't even need an OS to OC.
I know but i heard that Intel pushes microcode updates through Windows Update on Windows 10 that would make it BSOD when one tries to OC a non-K Skylake CPU
I don't know if microcode could be changed thru anything but BIOS, not sure if it could be done thru UEFI as it's only part hat can be considered to be some kind of part of Windows.