I received the CPU today and was able to assemble the system. I'm still waiting for 3 hard drives out of the 6 to finalize everything.
I put some pictures here for those who would like to buy the same components. Don't hesitate to ask me for more if needed.
Globally, the Nanoxia case is of good quality, but not as good as a Fractal Design (non-captive screws, not very precise tapping, no side panel guides, less precise adjustment...). The chassis is very heavy ! I read in a test that it was because of the inner lining but I don't think so. It's the steel sheets that look excessively thick.
Bad point: the fans are 3 pin only, no control possible with my motherboard. The whole thing is noisy, even after adjusting the CPU fan.
I think I'll buy PMW fans, but it increases the price of the case part quite a bit.
On the other hand, the rack for the hard disks are really good! I just hope I won't break one of the 4 pins that hold the drives when I have to take them out of their drawer.
To cool the CPU, I found an Arctic i13 CO (for Continuous Operation) for only 11,50 € with shipping, much cheaper than the Supermicro model discussed above (~65€). On the other hand, it doesn't leave much room for the nearest RAM module.
I have installed TrueNAS SCALE for the moment. I'm testing the hard drives (long SMART to start with) and VM on the SSD.