Wiring – Is it safe to run a USB cable inside a wall

You've got a lot of different questions, so I'll try to answer the ones I can:

1. Coax sucks because of the necessary bend. You're better off going with a backless box like the one you linked to, because it makes running cables so much easier. (if you have a second person, have them push the cables up from below (or a straightened coat hanger or other wire to act as a needle, if the bundle of cables is too floppy), and then snag it from the hole with a wire bent into a hook) ... which you can't do as easily if you mount a box with little punchouts. Also, you then don't have to worry about crowding the box, etc.

2. It's easier to run lots of cables at once. What what you're planning already, I'd likely run an extra cat5e/cat6 cable, and then get an HDMI-over-twisted-pair (aka HDMI-over-cat5) extender if you wanted to go that route, or re-terminate it for RJ11 if you wanted to change it over to phone.

3. I don't know of any other way to get cables/pipes through the sill other than drilling, and it's allowed for plumbing, electrical, etc, so long as you then spray foam the holes afterwards (at least, it's required in my area, might not be in yours).

4. You only need to line up well enough to get it in the same bay, so you have a ~14.5" target. I cut the hole for the box first, then check to verify the location of the studs (I don't use hardware that requires me to attach to a stud, so I just have to make sure to miss it when cutting my hole), then measure off of some reference point that I'll be able to find down below. (electrical runs, walls, etc.) If nothing else, you can use plumbing or electrical for identifying where the walls are from below.

5. To avoid humidity issues, use spray foam to seal around the cables. (see #3). It may even be required by code in your area.

I agree with @DA01 that it'll basically be impossible to fish horizontally through studs and insulation, without having to cut open all of the sheetrock. Then you have to deal with sealing it all back up air-tight, and patching the drywall and repainting (at least the entire wall, and maybe the entire room, depending the paint match).

So a couple alternatives:

Use a wiremold type product to surface mount the conduit:

There are lots of different brands, and it can be paintable. With planning, you can minimize where you see it.

Build up the wall using cabinets or a false wall, so you can run wire in behind, on top of the existing wall.

Could be as simple as just a drywall section sticking out, or some built-in cabinets or some brick work. Cabinets of course have the benefit of being able to build in other components such as your A/V gear and speakers.