ThrottleStop shows that your BIOS has Locked out CPU voltage control. No undervolting for you unless you can find and install an earlier BIOS version that has that feature. There is no guarantee that Lenovo ever released a BIOS version for your computer that had CPU voltage control unlocked.
In the Options window I would check the PROCHOT Offset box and I would check the Lock PROCHOT Offset box. Some Lenovo laptops vary the thermal throttling temperature using this method which can really kill performance. Best to lock this setting to prevent that from happening.
In the TPL window I would check the MMIO Lock box near the top right of that window. I would set Power Limit 4 to a value of 0.
On the main screen you do not need to check the Speed Shift EPP box. Let Windows manage the EPP value for you. Clear the BD PROCHOT box and that is it. When a computer is mostly locked down, there is not much else you can do. The U series CPUs were designed for light duty work.
Turn on the Log File option and try to play a game or do something for 15 minutes so I can see how your computer is running. You can attach a log file to your next post. I have a similar Lenovo laptop that has a barely adequate heatsink and fan. It is OK for the 15W TDP rating that these U processors have but the cooling becomes inadequate if you try to push the CPU much beyond that.