5820K is actually socket 2011 v3. The Noctua NH-C14S is compatible and probably the best cooler for the Ncase. There is also the Noctua NH-U9DXi4 which is a 90mm tower cooler and should be similar to the NH-U9S.
I agree, I am not a fan of exhaust out the side but with the peculiar exhaust of the FE it seems to work best. Yes just a 92x25 which you can also get in Chromax, I have one on my NH-L12 GE.
The best setup I have seen so far is rear fan as intake, NH-U9S blowing toward front of case, 2 bottom intake fans and a 120mm fan on the bracket as exhaust. This way both the CPU and GPU exhaust go out the side and the CPU isn't recycling the hot air from the GPU. I'm running a delidded 8700k...
You need either a different mother board or cooler. The MSI has a non standard back plate with 2 additonal cutouts for chips on the back of the board. The backplate used with the L9a would crush those components. So you either need a cooler that uses the included AM4 back plate or a different...