That motherboard already has a built-in CPU, so you cannot install other CPU into it. 500 GB NVME SSD? seems overkill. 16 GB of ram is also overkill. 5V Noctua fan and a 40mmx10mm size is what you would use for a U1 rack mount, but not for that PC case. Also you normally need a 12V fan for a motherboard, not 5V.
The CPu is going to be fine for routing at 2.5Gbps, maybe packet filtering with a few rules, possibly Wireguard at gigabit, definitely not OpenVpn/IPSEC
It looks to me like a build that could support IDS/IPS functionality based on memory and storage, but not based on CPU, so I personally would go either with 4GB ram, a 32GB SATADOM if only routing, or a much beefier cpu if needing layer 7 stuff
Did you give Mpps and/or power consumption specifications?
Haven’t played with it too much, the impression is that it does a pretty good job, given a general question, to point you in the right direction for discovering/implementing features more in detail.
If you want answers for a very specific use case you’ll have to detail it so much so that you probably are leading the answer anyway, especially for very specific requirements/use cases for which there isn’t a one size fits all answer anyway…