1. Can't say if ML240L is better or worse but might be better. ARCTIC option is cheaper though & great for its price. It likely won't handle 200W+ CPU which an OC'd i9 can do, but should be good enough to run at stock.
2. Mobo VRM test, good budget mobo indeed
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3. I agree GPUs are overpriced. If it works for you, get a cheap GPU or a used one for now.
4. Yes, Lian Li 215 is better, best budget case IMO. Check review by Gamers Nexus.
5. With R9 3900X you will get 12c/24t CPU which is better than i9 10900K in multicore loads. There are some apps that might prefer Intel CPUs though. Check review by Hardware Unboxed as a start point for benchmarks. AMD CPUs lack iGPU, so a dGPU is mandatory to boot it. With R9 3900X you can postpone cooler purchase for some time & use stock cooler.
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My cooler recommendations:
Cooler - Noctua NH D15 - 8.5k
or Deepcool Gamerstorm Assassin III - 7.5k
or Lian Li Galahad 240mm AIO - 9.5k
or ARCTIC Freezer 34 Esports Duo - 4.4k