Windows 98 and Ti 4600 would be my picks.

Sorry to argue on parts you already decided on but the Thermaltake VOLCANO 7 isn't a very good cooler. It will be sufficient for the Tualatin but considering its weight it performs suboptimally and you might find a lighter cooler that provides better cooling performance for your rig. 😀

As for parts you haven't decided on:
The TNT2 Ultra has great compatibility with older games. However it will bottleneck system performance with the Tualatin and since you're adding V2 SLI you have a fall back option for plenty of compatibility with old games.
GeForce 256 and Geforce 2 cards are a bit slow for the Tualatin as well and don't offer any real advantages over later GeForce cards.
The Geforce 3 Ti 500 is a rare card and even though I never benchmarked it I guess at this point it makes sense to use the Tualatin over a Coppermine. But since this is the 512kB version it's probably still held back by the GPU.
Personally I'd benchmark the GeForce 3 Ti 500 against 4200 Ti - 4600 Ti and see how much performance differs. If they perform similarly I'd choose the GF 4200 Ti for not drawing as much power and being smaller or the GF3 Ti 500 for being a somewhat rare card.
If performance differs greatly use the fastest card. 😁
Oh and if you decide on WinXP use the GF 4600 Ti just because. 🤣
The Kyro is at about GF2 GTS levels of performance so even though it profits from a faster CPU I think the Tualatin might be wasted on that card.

For an OS I'd choose Win98SE and maybe dual boot WinXP but keep in mind you'll need 3rd party drivers like FastVoodoo2 for the Voodoos to work right under XP. For a WinXP SP3 only build newer parts are simply more appropriate.

It doesn't take much horsepower to drive voodoo cards and glide games. I mean you could just as easily get a Geforece FX a good one, and rune nglide with that, because the CPU and video card is plenty strong enough. 🤣

But everyone has their dream of a killer PC and yours would be for sure.

I am considering getting the same motherboard and CPU setup. The ASUS TUSL2-C is one of the fairly small handful of motherboards that support Tualatin and AGP for Voodoo cards, such as the Voodoo 5. Which is exactly why I would like to get that setup. Tualatin processors came out just a few months after XP was released. Personally, I think it would be better used as a high-end Win98SE rig. That processor will be bottlenecked by most of the video cards you've listed, only the Geforce 4 cards will really utilize most of the cpu.

You might want to check this thread 3DFX Voodoo 3 2000 vs 3000 bench on CPU and voodoo 2 SLI scaling. Look for the chart towards the bottom of the page.

Which parts to use really depends on what you want to use for the system for and which games you plan on playing.

The hardware screams win9x gaming rig
If your after the stability of XP, You can go with WIndows 2000 I was surprised how compatible with games it was and 10 times more stable then Win98 and isn't as heavy on system resources

But if your games list includes games that struggle in XP, the'll probably not work in 2000 either.

Personally I'd go with ME and a GF3, which is exactly what I ended up building.
XP will work, but imo there are better options for XP. Your parts could also be used for a slimmed down version of XP, if you are into that 😜