so I have converted my disc brake Road Bike to rim brake. My road bike frame is thru axle but it has a slot for rim brake so i decided to go for rim brake and I removed the rotors from the hub and planning to put a colored bolts for the rotor slot (just for the design). Is this build okay?
It is of course in general OK to but rim brakes on your bike IF the frame supports them and IF the rim has the braking surface. You will need the right brake levers and cables. If your disc brakes were mechanical, they may or may not use the right actuation ratio - depends on the kind of rim brakes (road, V-brakes, cantis,...).
But I do not think we can say more from your brief description.
Thru axles are irrelevant. Or at least they do not interfere with rim brakes in any way.
Update: Your old wheel rim does not appear to have the braking surface and is thus incompatible with rim brakes.
Update2: The new Cosmics should be OK.