THHN use with Blue Plastic Romex Connector Switch/Outlet Boxes

I extended my patio, added a pool, and a pool half bath (CMU construction) and now I am getting ready to wire it all together.

I planed to use 4 blue plastic boxes (1x 4 gang, 1x 2 gang, & 2x single boxes) that have Romex connections openings on the back to push Romex through and the "grabber tabs" on the back. I would like to use THHN with these boxes because I have multiple circuits (ie. 4 gang) and have a GFCI with multiple outlets to wire in.

Questions:
#1. Given concrete block walls mostly filled with concrete and nothing combustable, can I use THHN through the below described electrical conduit WITHOUT a connector from the end of the pipe (inside the CMU wall) to/through the back of blue box through the Romex pass through opening and still meet code?

Or #2. Given built CMU walls and stucco formed around the blue plastic boxes and the laid-in conduit is also set in concrete, if I must keep the wires inside a pipe through a connector into the outlet/switch box and CANNOT simply span that very short distance (maybe 1/4 or 1/8 inch) than what type of connector should I use?

Or #3. Given electrical conduit through the CMU walls to the point of the outlet/switch boxes, can I simply CUT OPEN the back of the blue boxes to more easily accommodate THHN running from the open pipe to the outlet/switches inside the concreted CMU walls?

Further detail to #3: I have a PVC electrical piece male connector with a flat larger flange that fits inside a coupler. Considering drilling the appropriate size hole in the blue plastic box and then glueing that male connector on from inside the box to meet up with/connect with the conduit inside the wall….thoughts? (The conduit doesn’t move due to concrete fill)

Or #4. Given the holes for the blue boxes are in the CMU walls with stucco on, pipe laid in and block cavities filled, should I consider using a different outlet/switch box other than the blue boxes?

The half bath is built on the existing patio with CMU walls, with rebar/pins in some of the block and cavities filled with concrete. I added electrical conduit to the CMU walls during construction so I could pass wires later and I had holes made in the block & stucco in order to fit the blue plastic remodelers boxes. Above the new walls I connected electrical conduit from the pipe sticking up and ran that pipe to the point where I plan a good size electrical junction box (maybe 8"x10") that will sit above the patio sub panel. All main power wires (#8 THHN) and the outlets/lights (min 12 ga) will pass through this junction box and go out to another point through conduit.

I laid in conduit & wire for a home-run to a sub panel on the side of my home for the pool equipment, a small sub panel in my shed in my back yard and a small sub panel on the new patio. The 1st or main sub has 3 legs of #3 copper to an 80 amp breaker in my main panel for my home (’08 build w/200 amps service). The 2 smaller subs in the shed and new patio have #8 copper leads and neutral each with a #6 ground wire to their own ground rod. No heavy equipment only LED lights and ceiling fans.