It comes with a cooler that has to be connected to a 4pin fan slot so that it lights up. I am not satisfied, maybe there are not enough slots for all the fans.

Hello. As a rule, this is possible.

Set the colour via my ASUS MB, the software is "Armoury Crate". It will probably be different for you, depending on which component the RGB is connected to.

No, it does not fit on the RAM.

https://www.jonsbo.com/en/products/nc1black.html

Xmp? Do you mean the Lpx from corsair? If so, theoretically you would just have to remove the cooling grids that come with them, which I don't recommend. Usually the integrated ones are good enough and if you want RGB I can recommend the vengeance ddr4 rgb.

Directly on the mainboard or with a Delock 4 Pin

Yes, but you have to take off the heatsink that is already on it. This can be difficult, but I'm sure it is possible.

You have to say which DDR4 Brickets you mean. Many Ram Brickets already have integrated cooling fins, so nothing would fit on them.

That is important. But I would not recommend it. The original ones are more than good enough.

Doesn't really matter which DDR you're using it for, it will perform fine.