I had that same thought at one time. One powder to rule them all. What I found though a lot of load workups is there are a range of powders for a caliber and different bullet combinations. My .243 prefers H4831SC for heavier bullets like the 103, and 4350 for the lighter bullets like the 85 HP. Sure, you can open manuals and see H or IMR 4895 data and they’ll definitely go bang, but it may not be the optimum powder for your load. If you’re set on 4895, it’s a good powder but be advised you may end up with a few more bottles of different powder. I don’t load 375 so I don’t have a recommendation.
I’ve had good luck with Winchester, Federal and CCI primers. I haven’t gotten to the point of needing match grade primers, just the regular ones do well for me. The PRS crowd will run though different primers to see which one gets the group and SD to a minimum but for just starting out if you stick with the big names they’ll work fine.
Good luck and be safe with this great hobby!