The Core i5-5200U is a 15 Watt CPU.
https://ark.intel.com/products/85212/Intel-Core-i5-5200U-Processor-3M-Cache-up-to-2-70-GHz-
Have a look at the ThrottleStop screenshot you posted. Your core temps appear to be OK. Lots of temperature headroom while the CPU is loaded.
ThrottleStop is reporting 14.9 Watts for power consumption. Below that number the word Throttle has a black circle beside it which means it is throttling due to hitting the built in power limit. When you see this happen, open up the Limit Reasons window for further details. It is probably going to show PL1 in red which confirms that it is the 15 Watt TDP limit that you are running up against.
Some laptop manufacturers will leave these power limits unlocked so you might be able to go beyond the typical 15 Watt TDP limit which is common for the low power U CPUs. The Lenovo laptop I tested had a 7500U and it could run at full speed well beyond its 15 Watt TDP limit. This is wonderful but not typical.
Post some more screenshots of how you have ThrottleStop setup. Definitely check off the FIVR - Disable and Lock Turbo Power Limits option. Open up the TPL window and try setting the Turbo Boost Long and Short power limits to 25 and do not check the Clamp option. Play your game, open up Limit Reasons and see if you are still being throttled to 15 Watts.
If something changed just recently, it could have been a Windows update that has changed this power limit. When locked to 15 Watts, your CPU will slow down significantly to stay within its TDP limit.