Okay guys, after more research, I think I found the problem ...
I need "shim" or something like that.
I did put thermal paste on my CPU and spreaded it around so it was very thin. Then I put on waterblock and removed it .... not a single mark of thermal paste on waterblock.
So I guess it was kinda okay till now because I had more thermal paste on it, but in the end, waterblock isn't touching CPU directly.
I did put CPU out of the socket and pressed it against waterblock gently. Waterblock was full of thermal paste.
So all I need to do now, is to buy copper shim.