U can install a WIFI 7 card (Intel BE200HMW) though. So not sure why you went with WIFI 6. I made the same mistake until I came across a post on this thread of another member successfully installing the Intel BE200HMW and went with it as well.
Like panda_zzz mentioned all 4980HQ CPUs currently on the market, adapted for the socket in the M6800, are limited to 2 RAM slots. Previous reports of one guy being able to use 4 RAM slots are unconfirmed and unlikely to be true at this point as no evidence were furnished to show all 4 RAM slots in use. All postings I come across online all points to being limited to 2 RAM slots and sellers that I spoke to all said the same as well.
If you want to overclock, the 4930MX has better potential than the 4940MX and is cheaper as well. If you want to try an Nvidia GPU, why not start with the GTX 980M or M5000M? They have better performance and are widely available and price is quite reasonable. Unless of course you have a GTX 880M available on hand, then there's no point getting another one.
The P5200 is good but is a power hungry beast and with that produces a lot of heat when running. Depending on the revisions, Rev A & B is about 100W-115W and C & D can go up to 150W. I know as I still have the P5000 (100W) on my M6800 running and it runs pretty hot!
The RTX 3000 might be a better bet as it is cooler (80W) and slightly cheaper and gives you ray tracing and more advance features than the P5200. Though in terms of raw power, it lags behind the P5200 and P5000. I will be swapping to the RTX 3000 soon and just need to find the time to take apart the M6800 to do the swap. I am using a LVDS motherboard and screen and using SG btw.