Does Jumbo Frames work at all? Have you tried disable and reset the setting? Then test Jumbo frames prior to rebooting.
I have a similar issue, the Jumbo Frames setting doesn't persist reboots. X710 Jumbo Packet doesn't work after reboot
Dell and Intel have recreated the issue and it's promised to be fixed in a future release of FW and Drivers.
Until then I run a powershell script to disable Jumbo and enable the setting at system startup.