The Core i5-11400F coupled with a B560 motherboard make for an interesting build configuration, as it's significantly cheaper than the Core i5-11600K/Z590 and less than the cost...
The supplied cooler will do the job.
Motherboard is good.
There are some other B560 motherboards for a bit less.
You probably can save $20 on ram by buying 2400 speed.
Actual performance difference is minor when using a discrete graphics card.
Unless you will use the HDD to store videos, I suggest omitting the HDD altogether, and buy a 1tb ssd. You can always add storage later.
A intel 660P 1tb pcie ssd is $110; Samsung 980 nvme 1.4 is $130.
Love the GTX1080ti FE, I am currently using one.
It is actually very quiet.
A 600w psu is appropriate: http://www.realhardtechx.com/index_archivos/Page362.htm
I think I would buy a more mainstream unit in the 650-750w class
No telling what service from a Chinese manufacturer might be.
Consider a quality psu as a long term investment.
Look for a quality unit with a 7-10 year warranty.