With the incoming of 5G communications, Vehicular Networks have the hope to achieve ultra-high data transmission rate with extremely low end-to-end delay. However, the dynamic nature of transportation traffic and increased data bandwidth demands are the major obstacles to achieve high transmission rate in Vehicular-to-Anything (V2X) Networks. To overcome these obstacles, this work presents a novel Software Defined Networking(SDN)-controlled and Cognitive Radio (CR)-enabled V2X routing approach to achieve ultra-high data rate, by using predictive V2X routing that supports the intelligent switching between two 5G technologies: millimeter-wave (mmWave) and terahertz (THz). To improve the network management, Road Side units (RSUs) are used to segregate the V2X network into different clusters. Stability-aware clustering (SAC) scheme is also used for cluster formations. The proposed intelligent V2X network is based on three features enabled machine learning approach: (1) To predict future 3D positions of the vehicles in the Cluster Heads (CHs) using Deep Neural Network with Extended Kalman Filter (DNN-EKF) algorithm for real-time, high-resolution prediction. (2) For THz communications, 0.3 THz to 3 THz band is selected for short-distance super-fast data transmissions. The THz band detection is performed by the CR-enabled Road Side Units (cRSUs). A Genetic Algorithm (GA)-based Improved Fruit Fly (GA-IFF) scheme is proposed to achieve an optimal route selection in THz communications. (3) In mmWave based V2X communications, optimal beam selection is performed by the multi-type2 fuzzy inference system (M-T2FIS). By using these three intelligent designs approaches, we are able to achieve ultrahigh data rate and minimized transmission delay for short-range (in THz bands) and middle-range (in mmWave) communications. Finally, the proposed SDN-controlled, CR-enabled V2X Network is modeled and tested for performance evaluations with the metrics of delivery ratio, routing delay, protocol overhead, and data rate. This work consists of effective cluster formation, intelligent switching, optimal path selection, and optimal beam selection. And it provides high data rate with lower latency and better reliability which is very much necessary for V2X communications.