The custom water loop is nice because you get to position and mount the parts as you want, then attach the hoses to the length you need, fill with liquid, and purge the air. It's expandable, workable, etc... An all in one works great but it's all sealed and you need to work with it in one unit. Mounting the radiator with the hoses and water block hanging off is a pain.
EKWB was the original brand in liquid cooling and are still the #1 and make great kits, but are expensive. What Dazmode did in Canada was put together a kit using the best parts at a great price. They used the EKWB water block, a different brand of radiator, some hoses, reservoir, pump, etc... Everything you need is in the package. Be default it is Intel compatible, and you need to buy a different mounting adapter for AMD so yes it will work with Intel. This kit will perform every bit as good as anything on the market.
As for the motherboard I can't help you. My personal experience over the past 20 years has been that Asus make a very reliable board with very little dead on arrivals. I've sold pretty much every brand on the market and Asus has always been the most reliable so I just stick with them. Gigabyte, MSI, Asrock, etc... have all improved greatly over the past 15 years and are great, but I tend to stick with Asus. Actually I was a huge Abit fan until they went bankrupt then switched over to Asus.
As for the AMD vs Intel, I meerley did a comparison for fun. The Intel/NVidia build is perfectly fine. The only thing I hate for the NVidia card is the high price of GSync monitors. Using a Radeon video card allows the use of Freesync which is more readily available and cheaper. This bugs me because the NVidia cards are really good, and GSync works great as well, but it's so expensive and not as popular as freesync.
For the power supply you can buy a pack of cables pre-sleeved for the EVGA power supplies but the length will be too long. So to make your own you buy the plastic molex connectors, the crimp pins that insert into the connectors, a roll of wire, and a roll of sleeving. For tools all you need is a crimper. For example with your 24 pin cable for the motherboard, you just cut 24 pieces of wire the same length and 24 pieces of sleeve. Insert the cable in the sleeve and hold in place with heatshrink or melt the ends with a lighter, then strip and crimp a pin on the end. The pins just push into the plastic connector and snap into place. Very simple. Some people use paracord 550 rope and remove the inside and use the sleeve from that. It works great and you can just melt the end of the sleeve with a lighter without using heatshrink since it's made of nylon. Paracord 550 is also available in many colors and patterns. You can use different colors and do a striped pattern. Also they sell plastic combs to hold the wires neatly in shape so it looks good in the case. Dazmode sells everything and it's just pennies for the pins and connectors. They have all the wire, sleeving, heatshrink, and crimpers as well. You need a tool to remove the pins from the connectors and it's not expensive for that either. You should have those in case you screw up a wire and need to fix it.
Dazmode sells all the supplies for cable sleeving and they have a forum with pictures of user builds. Check it out. It's the best place for Canadians. Also by going through the user build and case sections of the forum you'll get to see the cases people are using and what different builds look like to give you ideas on how you want to proceed. You might see a few RGB builds to give you an idea. Actually Phanteks seem to be the popular cases with the modders. I personally have the new Fractal Define C and can recommend that. Either way, just make sure you get one with tempered glass. Make sure you whatever liquid kit you get can mount easily into the the case you decide.
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