Why aren't you doing liquid cooling? I don't see the problem. The S36 is one of the biggest liquid coolers, and one of the expensive ones - if it's over-budget, just get a smaller liquid cooler, like the Corsair H100i v2. g-unit, what's the problem with liquid cooling? It's such a high-end system, liquid cooling would really be my preference, and should be yours as well. If you don't want a big one like the S36, just get a smaller one, like Corsair H100i v2, or, like g-unit said, the Cryorig A80.
Also, don't go with Ryzen. Considering you'll be playing at 165 Hz, the 7700K is a better choice. Plus, with some nice liquid cooling, you can do some nice overclocking as well with that 7700K.
Before building your PC, do a bread-board, just in case some part isn't working. Bread-boarding basically means you place your motherboard on the box it arrived in, connect all the essentials, and try to turn it on with a display attached. If you see any errors, you'll know you've got a bad part, and won't have to go through the pain of disassembling the whole PC again to find out what's wrong. While bread-boarding, it's somewhat easy to add/remove things, so you can diagnose problems, if there are any. Do note that you'll need additional thermal paste for bread-boarding, since you can only use one application of thermal paste once. Once you can confirm everything's fine, you'll need to re-apply thermal paste on the cooler, so you'll need an extra tube.
Other than, don't forget to 'discharge' yourself, by touching anything metal that's connected to the ground. Or wear an anti-static band or something.
Back to the parts, get the 7700K, get a nice liquid cooler, and the rest remains the same. Oh and yes, you can avoid SLI when playing at 1080p, won't need two for that. Once you get the new monitor, throw in the second one. Also, what SLI bridge are you planning to use?