For a VPN? I use AirVPN but I think Mullvad and IVPN are generally considered best in class for privacy, all of which get down to $5/month depending on the plan you choose.
For password manager I use Bitwarden, but they went through their own controversy a couple weeks ago, so.
I think I mostly agree with the things everyone else is saying here. The only thing I'd change from your PCPartPicker list is to bump the CPU down to a 9800x3d and upgrade the GPU to a 9070xt
I see you have some questions about PSU. Here's the PSU tier list. For the level of machine you're aiming for I would only recommend A tier. For wattage, take the expected wattage from PCPartPicker and add a couple hundred. With the changes I suggested that's a minimum of 750w for you, but I think I wouldn't go lower than 850w
This is an anti-cheat, separate from the DRM that we all know and hate. I'm not sure exactly how it works, but it seems similar to EAC where it's kernel level on windows but still works on Linux
IP in your walls