Hard as it may be, try not to get frustrated. First, there are tons of smart folks on this forum who can help, so reaching out is the first step.
I know I've found tons of helpful ideas and really creative solutions offered by folks on this forum, during my build.
For our setup, I ran conduit between the AV rack cabinet and project mount location in the ceiling -- but I could only do that because this was a studs-out remodel:
In addition, I ran an empty 2-inch conduit between the crawlspace on either side of the theater room, so I could pull more wires someday.
Lastly, I ran a short conduit for the LED soffit light:
For handling heat buildup inside an enclosed AV rack or cabinet, there are a few different ways to tackle this. Some folks use temperature-sensitive fans to exhaust hot air -- I'm not that fancy. I just cut a couple of holes in the side-wall of the cabinet holding my gear, to let it escape:
Others certainly have different ideas, but this was simple and easy, and has worked fine for our setup.
Good luck, and don't get discouraged!