I have been interested in algorithmic trading for quite a while now. Everything you've said resonates with me as I ran into similar issues. I hope you don't mind that I add my own couple cents here.

(a-c) LLMs are especially difficult to use due to their knowledge cutoffs and "unpredictability". A self-trained "old-school" machine learning model can go a long way though.

(d) With Crypto the volatility is great for trading, but liquidity can quickly become a problem (even at $1000 non-leveraged positions). For me, the ultimate goal is to find a strategy that is profitable in all market conditions. I personally value consistency and reliability more than absolute profit.

(e) There's some chatting about risk management, but absolutely no discussion on profitable strategies. Resources are incredibly scarce - Systematic Trading by Robert Caver is the only book that was actually useful.