all my input is based on online research and observation. i still own and run a mid 2009 macbook pro.
the i9 option seems to be as you also say, not worth the bucks. thermal throttling is mentioned very often. if i would buy another macbook pro right now i would get an i7 and use the rest of the money somewhere else.
i created a topic regarding ARM as a future alternative processor which would put aside this thermal issues, in case you are interested in what “could” happen at apple.
regarding graphics card i would go for the fastest available and even the vega 20 seems just ok enough, anything below would just be even slower. @nathanletwory can tell you probably a bit more if it makes sense and how much of the GPU is being used for Cycles for instance.