Just looking for advice on the build. Build is for gaming at 1440p nothing else. Havent selected monitor yet. Do I need M.2 and 2.5? Is the Asus motherboard ok with the 9700k?
You can replace the expensive AIO with a perfectly good air cooler, and combine the SSD's, giving you enough to step up to a 2070:
PCPartPicker part list / Price breakdown by merchant
The Macho cooler will handle a 9700K stock or moderate overclock easily. If you want a little more cooler oomph, consider Scythe Fuma or Reeven Ouranos at similar prices.
Unless you want to separate the Windows drive for some reason, there's no need to have two small SSD's. The Intel 660p is fine for gaming purposes and Intel is pushing hard on the price.
I left the Asus motherboard in there, but you might also take a look at the Gigabyte Aorus Pro which is close in price and has arguably better power delivery. Asus should be fine unless you're pushing the overclocks.