Your PC should be able to do quite a bit in Dolphin already. There shouldn't be many cases where your CPU isn't up to par, and your GPU should be good enough for a bunch of high-resolution settings (not sure about 4K, but 1080p and 1440p definitely). You could upgrade now, but I'm not sure what goal you're trying to reach as far as emulation goes. Having better hardware would help in other areas of computing though (e.g. PC gaming with respect to a new GPU).
Anyway, I've had no issues with my 9600KF in Dolphin at stock clocks. Even without an OC or turbo boost, it's pretty much overkill for many games in Dolphin, especially when using the latest development builds. The 2600X is a bit slower than the 9600K in Dolphin at the same clocks, but the difference in single-threaded performance isn't too much, so it'll handle most games in Dolphin just fine (again, probably being overkill in many instances). It's a "bang-for-your-buck" kinda choice. Splurge on the 9600K if you have the cash and want the most no matter the cost, or go for the 2600X if you want to save some money and still get great performance.
It might be worth waiting for Zen 2 if you're interested, which officially comes out in a few days. It supposedly closes (maybe even surpasses) the gap AMD has with Intel on single-threaded performance. I would avoid the 8700K though. Even though it's only one CPU generation behind, typically stick with the latest if you're concerned about performance. The updates to the 9th Gen vs 8th Gen may be small, but every bit counts if you're trying to maximize your hardware.
EDIT - The RTX 2060 is a monster of a GPU to use just for Dolphin. It'll easily set you up for 4K in pretty much any game, I think. Again, it's kinda overkill for the emulator, so hopefully you have other needs for it outside of Dolphin and PCSX2, yes?
Anyway, I've had no issues with my 9600KF in Dolphin at stock clocks. Even without an OC or turbo boost, it's pretty much overkill for many games in Dolphin, especially when using the latest development builds. The 2600X is a bit slower than the 9600K in Dolphin at the same clocks, but the difference in single-threaded performance isn't too much, so it'll handle most games in Dolphin just fine (again, probably being overkill in many instances). It's a "bang-for-your-buck" kinda choice. Splurge on the 9600K if you have the cash and want the most no matter the cost, or go for the 2600X if you want to save some money and still get great performance.
It might be worth waiting for Zen 2 if you're interested, which officially comes out in a few days. It supposedly closes (maybe even surpasses) the gap AMD has with Intel on single-threaded performance. I would avoid the 8700K though. Even though it's only one CPU generation behind, typically stick with the latest if you're concerned about performance. The updates to the 9th Gen vs 8th Gen may be small, but every bit counts if you're trying to maximize your hardware.
EDIT - The RTX 2060 is a monster of a GPU to use just for Dolphin. It'll easily set you up for 4K in pretty much any game, I think. Again, it's kinda overkill for the emulator, so hopefully you have other needs for it outside of Dolphin and PCSX2, yes?