I think this question is not new while some people ignore the importance of building pbn, some people notice its role in SEO ranking. Back to this question, I would suggest anyone should build pbn with expired domain since it takes over the link power, domain age, and more benefits. or you should start with the auction domain.
The progress to make a pbn from the brand new domain is taking a lot of time, money. So it’s not easy for anyone to build it.