My first question is about your laptop; is the SSD removable, because if so, even a pretty large SSD is cheap these days.
Also, the GPU question is complicated. For most use cases, AMD is better on Linux. However, since you’re doing Resolve and Blender, that gets a bit murky. It depends on if ROCm support is less dismal on later AMD cards - I have an RX 580, which AMD quickly dropped support for and I am bitter about.
This is not to say I like NVidia, but for fast video encoding and rendering, as far as I know, it’s the easier option. Someone correct me if I am wrong, please.
As for actually building the thing, you’d start by look for what CPU you want, then find a compatible motherboard, then read the board’s compatibility list for RAM. They usually have compatibility lists for storage - those don’t matter, as it’s pretty universal. Then choose a graphics card, a case with the right form factor, a PSU, and a cooler. I tend to go with liquid cooling, as it’s not that expensive anymore.
Like others have said, check kernel support for your hardware, but also, it’s generally much easier on desktop. The main things to look out for are ethernet and WiFi controllers. By the way, what distro do you prefer, because that’s definitely a factor.