to deliver 1500 watts at 12v through one pin would be 125 amps. 5 pins each with 25A I would think you’d want at least 14 gauge per pin and even then I think they would be rather warm.
Apply this simple rule of thumb: watts become heat. The only major exception to this is where the power has exited the computer via USB or similar.
Still a single pin is probably something like a #18 gauge and would only be good for 10A before it gets too warm for comfort.
That hasn't been true for a long time. Nearly every motherboard for many years has a separate "ATX12V" plug dedicated exclusively to the CPU voltage regulator input. According to Wikipedia (https://en.wikipedia.org/wiki/ATX12V), the first CPU which needed it was the Pentium 4 from the early 2000s.
As for the GPU, the PCI Express slot can only go up to 66W in the 12V rail (https://en.wikipedia.org/wiki/PCI_Express#Power), and that's a software-enabled special case for GPUs (the normal limit being 25W for long slots and 6W for the short x1 slots), so higher-power GPUs need one or even two separate power plugs.