Answering your questions:
Cooling is fine.
Fans, don't need unless you want to add them in.
Yes, you could use all 3.
Not sure why you'll need a game capture card unless you plan on capturing footage from a console. If you are, then go for it. But if you're not, it already looks like a streaming/recording rig without it. Using game capture in OBS usually doesn't give me a performance hit and I'm using a rig that's not as extreme as yours.
I find it funny that you go overkill with everything but the motherboard.