Completed a new build but have some mysteries I need help solving!

Hi everyone, new PC is up and running today, Ive done Furmark, Memtest86, Prime95 and all that, and saw no issues.

As Ive been setting everything up though, Im starting to notice some weird behaviour:

My CPU (Ryzen 7 9800x3d) gets hot extremely fast, and cools down extremely fast. My old CPU (the 5600x) was pretty stable but this one can gain or lose 30 degrees in 5-10 seconds, which doesnt seem right at all. Im worried Ive applied the thermal paste wrong, but Im hoping its just a quirky AM5 CPU temperature sensor that measures hotspots? If thats true, how do you set up your radiator/case fans to not constantly spike up to max load when you do anything slightly intensive?

Second question, something in the PC, I think the PSU, is making a really funny sound. I wasnt able to capture it on audio recording but Id describe it as halfway between a buzz and a rattle, but the weird thing is it changes pitch depending on what I do in game. In Camera Mode in Forza Motorsport, if I look around the track the sound changes as I pan the camera, and if I look at the sky it instantly stops. It also instantly stops if quitting the game, and it pauses temporarily when in menus or loading screens. Is this coil whine? Its pretty loud but I could live with it, but is it harmful in any way? Just trying to make sure it wont explode on me.

Last question, I got a 9070XT Red Devil and noticed the GPU memory hits 90c quite easily. I dont have fan control over this as far as Im aware. Is everything working correctly there? Do other people see these temps from this? Im worried I damaged the cooler somehow.