MSI Afterburner can monitor multiple GPU temps and display them. Modern AMD GPUs have a thermal protection built into them. BTCmine is a pool that will email you if one of your workers goes down.

I don't know of one program that can do all three.

speedfan will do all that.

you'd just punch into the event setting "if (AMDGPU1 temperture) is > sometemp for sometime, then execute shutdown /s /t 0 /c "GPU1 overheating""  and a second one almost identical one with a shorter "sometime" value (so it has a bit of time to send the email before the system shuts down.  10 seconds difference should be enough.) which sends an email instead (remember to put the SMTP server settings into the mail tab).

and of course duplicate both for each GPU.