Well, the usual reason for not being able to enter PC states is that it is disabled by BIOS.

Check your MSR register 0xE2 to see if it is enabled (or disabled):

# rdmsr 0xE2
1e008006

In order to enable ALL PC states the bits [2:0] need to be set to 1.

So here I am out of luck as bits 1 and 0 are set to 0 (my machine will only enter PC2 max).

Another woe is that it is impossible to change the MSR in most cases - the register is locked by BIOS (bit 15).

In those cases the only option is either hacking bios (good luck with that!) or getting the vendor to update it. So no good options here.