well u could add thunderbolt to any case though u would have to do it with a pci-e card and use a pcie slot on the motherboard
https://www.amazon.com/GIGABYTE-Alpine-Thunderbolt-Components-GC-Alpine/dp/B0722SV69N
https://www.asrock.com/MB/Intel/Z390 Extreme4/index.asp#Download
u to install this one then run windows update seemly according to this
https://www.asrock.com/support/faq.asp?id=469
a 3 pin and 4 pin can both regulate their speed so yes u can
Yes u can use different fans/controllers.
U would have to have to have different apps though I think.