This from your Asus Support on your Motherboard concerning CPU compatibility: SABERTOOTH 990FX R2.0 CPU / Memory Support | Motherboards | ASUS USA :
FX-9590(FD9590FHW8KHK, 4.7GHz, 8C, L3:8M, 220W,rev.C0,AM3+) ALL 1708GO Due to the high TDP, please be noted there are limitations while using this CPU(i.e. special thermal required..)
Not sure what the warning means for your CPU but it seems to indicate something to do with Heat.
This previous AMD Forum thread may help in what the warning means: Cooler for FX-9590 . It is possible your CPU Cooler is not strong enough to cool the high wattage FX 9590 CPU causing the CPU to heat immediately.
You need a very powerful 220 watt CPU Cooler. This 3 year old thread has some good examples: https://linustechtips.com/main/topic/282678-theory-is-it-possible-to-air-cool-220w-tdp/ : Copied from one of the comment in the preceding link:
You will need either a Water-cooled CPU Cooler or a massive Air-cooled CPU Cooler like the above mentioned NH-D14 & 15.
Thanks for the comments I should have added in my first note that both builds have been working fine since they were built about 2 years ago - both have closed system zalman water cooling......
Mob. +44 (0) 7880 777270
That is useful information to have been posted.
Did you recently replace your cpu with the FX 9590? Did the FX 9590 work before or it never worked since you installed it on your motherboard?
Have you checked you water-cooled system to be sure it is cooling sufficiently? Reapply Thermal paste to the cpu? Is the water-cooling fan working the way it should? Are there any indications of leaks? Is the radiator clean and not clogged with dust or debris?
From this review from Anatech about the Zalman Reserator 3 (You didn't specify what model of water cooling Zalman you have) it says to use another type of water cooling for high Wattage CPUs: Conclusion - Zalman Reserator 3 Max Dual CPU Cooler Review
Our expectations were much higher from a product that is being advertised as the "ultimate CPU cooler". Assuming that the majority of enthusiasts that will buy such a cooling solution will also overclock their systems, we can only recommend the Reserator 3 Max Dual to those that will be using Haswell core processors, as they have very low energy requirements. If you expect the thermal power of your CPU to exceed 120 Watts when stressed, then another product will most likely be both cheaper and more effective.
But most other reviews give it a good review. The only "CON" has been the noise and price of the unit. But Anatech Review is the only one that mentions CPU TDR wattage.
So my personal opinion as another User:
1) If the FX 9590 was working fine with the Zalman cooler before then it means something is wrong with your CPU water cooler (leaks, dirty, fan, installation, etc).
2) If the FX 9590 never worked with your motherboard then it probably indicates that the Zalman is not strong enough to cool this CPU as per Anatech Review.
3) See if a Motherboard BIOS update might help or try to configure the CPU in BIOS to run cooler if your computer is able to boot into BIOS before shutting down.
4) See if you can update the Motherboard's CHIPSET.