Definitely go for the NVMe M.2 as the main disk and use a secondary hard disk for storing datasets. If you don’t currently own more than 400+GB worth of data, consider purchasing the 512GB Samsung 970 M.2 first and delay the purchase of your secondary hard disk until it starts to fill up so you can take advantage of better technology down the road and possibly falling SSD prices to get a faster or bigger SSD later, considering how easy it is to add a HDD to an existing setup.
Just go with the AIO cooler for the CPU instead of looking for an air cooler if the price difference is not great, as you’ve said. It gives you the option of overclocking the CPU or keeping your case temp lower (use the AIO fan as exhaust) so your GPU doesn’t throttle as easily.
As for Intel vs AMD CPU, I used to consider it an advantage to be able to take advantage of Intel MKL which comes with Anaconda’s Python, which is why I went with an Intel CPU, but I’m not sure whether that speed advantage still holds with the latest AMD processors.