There is nothing inherently special about ThrottleStop and MSI Afterburner, these are merely (proprietary) Windows-specific utilities for changing the behavior of your hardware.
Running these programs on Linux would not make sense because their only purpose is to twist knobs in the Windows OS. Linux has different knobs so their functions do not apply.
Thus your restriction is self-imposed more than anything, you are effectively saying "the only thing stopping me from switching to Linux is that it's not Windows."
Between your BIOS settings and programs like cpufrequtils and CoreCtrl there are equivalents to those programs, but interacting with hardware is platform-specific. You may have to learn different programs because Linux abstracts access to your hardware differently, thus your preferred Windows-specific utilities will not have any use :D
This is in contrast to productivity applications like Adobe which could reasonably work the exact same way across platforms... if only they were cross-platform at all :(