You might not have had good thermal conduction from the APU to the heatsink causing the APU to run hot until the heatsink seated in better.
Did you remove the old TIM and apply new? All you need is a very thin layer of TIM to fill the scratches or low spots in the heatsink and heat spreader surfaces. More TIM is definitely NOT better as TIM is a thermal insulator compared to metal-to-metal contact.
Building a reliable PC involves more than just assembling the parts. You need to be able to configure all of the BIOS settings appropriately. This can be quite involved and frustrating as it can require a lot of trial and error with stress testing. It is however often the only means to get a 100% reliable PC.