Jason, as long as an HDMI connector fits the output and input devices at the ends, the connection works.
The Blue Jeans 10ga wire is fine, but would appear to be much thicker than needed for your room size. Good info on speaker wire in general and a table of suggested sizes in particular is found in this
explanation by a veteran audio professional. 16ga would probably be plenty for you, and also less expensive and easier to handle.
Yes, the effect of a concrete wall is that the energy in low frequencies is absorbed less than with more flexible wall materials.
