In my unprofessional knowledge, I beleive there is a stain made for cement- We used it in our unfinished basement and it turned out better than paint!Paint will chip on cement, If Im not mistaken-
As for hanging things: Cement screws- and those secure thingies LOLZ I completly forget what their called---- But yeah we used those as well in our basement
Looked at the pictures and it looks like you'll have an Amazing place when its done!
Best of Luck for a Happy Future!
The Truth Harsher Than One Would Think