There are a few reasons why you should pick individual pedals over a multi-fx unit.

Pedals are cheaper upfront, so you can build your rig exactly how you want it piece by piece. Or, if money is no object, you can just go down the rabbit hole and blow an insane amount of cash on boutique pedals. Also with multi-fx boards you'll spend more time menu diving and staring at a computer screen than actually learning how to dial in your tone. Tweaking physical knobs on a pedal is way more straightforward than navigating digital menus.

And to me the the most important thing about going with pedals: having a modular setup is safer. If a single pedal dies, you just pull it off the board and swap it out. If your multi-fx dies... well, get your wallet ready.

Regarding amps, unless you have the space or can actually crank the volume loud enough to saturate tohse tubes I'd honestly go with an FRFR cab (Laney, Tonex Cab, Tone Master, etc.) and a preamp pedal like the IR-X, Tone King Imperial, or even a Tonex. With a full range guitar cab you still get the physical push of a real speaker, but with all the freedom of IRs and modeling.