I'm pretty sure it only uses the intermediary to establish a P2P connection over WebRTC.
The OS experience is good, but I want to get away from RHEL/CentOS and clones due to Red Hat's decisions in recent years
Rocky, but I'll probably give Debian a try next time I decide to nuke my install
It's very hard to predict what gaming performance will look like in the future. High-end computers from 2017 are still able to keep up with today's gaming tasks (the 1080 Ti comes to mind) but ultimately it's best to just see how your system performs down the line and upgrade parts as necessary.
AMD supported the AM4 socket for a very long time, ~7 years (and technically is still releasing CPUs for the socket), and since AM5 is rather new, it is likely that the socket on the board will remain relevant. However, AMD's great support for AM4 is not a guarantee that AM5 will be treated the same way, so take that with a grain of salt.
As for your parts list, I'd recommend picking a cheaper but functionally equivalent motherboard. I would also choose a cheaper AIB for the 7800 XT, there is little performance difference between AIBs of the same chipset. In this list, I used the saved money to spend more on the case, as the Focus G is a bit out-of-date. Cases are mostly based on personal preference, so if you'd rather save the money, that's also a valid option. https://pcpartpicker.com/list/WcnLfy
Everything else looks good
It looks like the system you built would work. However, there are a couple parts you should reconsider. The 14700K has almost identical performance to the 13700K while being much more expensive, so if you are sure about going Intel, I would recommend switching to the 13700K. With the same budget, you could also get significantly better performance by choosing a 7800X3D, which is one of the best value processors right now. It also appears as you are significantly overspending on your motherboard. Unless.you are doing significant overclocking or know you need specific features of that board, you could opt for a mobo that's half the price without any noticable performance impact. This money would be better spent upgrading your GPU to something like the 7800 XT, which you can find for about $90 more than the 6800 you selected (in the US). You also seem to have two coolers on your list. Noctua is an excellent choice but there has been some great competition in the air cooling space recently, like the Peerless Assassin, which is only about $35 and performs very well.
I tried 3 different Mullvad IPs and none worked, maybe I just got unlucky
Yeah, you "log in" to the fake email, which causes an error and allows you to create a local account.