Stay away from the CPU upgrade... Like really, stay away from it.
The difference in speed between the fastest i9 and the slower i9, is at best 2.5%. In Windows, it's 0%. You see, to run the CPUs at a high speed, Apple has not just increased heat dissipation through a better thermal interface than the last model, but they also do heavy undervaluing in macOS. That undervolting is not applied in Windows, meaning the CPU runs slower and hotter in Windows - It's not dangerous; It just won't run as fast cause it'll reach temperatures that are high enough that it slows down. So the faster chip will only be faster in macOS where the heat is managed, and even there, at most 2.5% or so.
Going for a Vega GPU can definitely make sense if gaming is important to you. A Vega in general will also produce less heat than a Polaris GPU, so it'll also allow the CPU to stretch its legs more in CPU+GPU workloads. But based on your general needs and the fact that an MB has been keeping you well served, it really is more of a case of "do you want it" than it really being something that'd benefit you. If you want it, the GPU upgrade can make sense as an entertainment add-on. The CPU will never make sense.
But if you're trying to get the GPU for the sake of "future-proofing", take that money and put it in a savings account for the next time you'll get a new MacBook Pro. That's a better future-proofing path. GPUs are still improving at a faster rate than CPUs, even with the recent boom in core-count, and Navi seems to bring major improvements; Currently only on desktops and by the end of 2020 consoles, but probably also for the next redesign of the MBP. If not an RDNA 2.0 chip by then.
I don't want to talk you out of a GPU upgrade if you want it for immediate entertainment value through boosting its game-playing abilities; Usually a mostly GPU limited task anyway - but I think you'd be satisfied with the 560X as well. If I had the budget I'd personalise pick the Vega, 20 if I could afford it but 16 would be nice enough. - But I'm sticking with my 2014... Also I'm a student so I don't have the budget

. And my use-cases are also generally more demanding, though as it is now I get along alright with my 2014 MBP and iMac.