Since Thunderbolt is key for your build, I’d return the 9900K, get a 10th gen CPU, and go with a Gigabyte Z490 Vision D or a Z490 Vision G plus Titan Ridge TB card. The Vision D is hard to find but not impossible. The Vision G is still available at a number of shops, including Newegg.
Since you are new to this, the excellent guides will be extremely helpful and save you a lot of trouble. I don’t see the point in going Z390 and 9th gen at this point. The Gigabyte Z490 boards offer excellent compatibility including TB. More info in this related thread:
https://www.tonymacx86.com/threads/alternatives-to-z490-vision-d.314968/