May I suggest a cap of your pavers on the wall and the a slightly darker gray that relates to the privacy fence beyond? That way horizontal surfaces and vertical surfaces show similarities and blends/blurs the separations?

Deep gray and all the other accents in silvery old wood and cream. This will add drama, allow the other elements to bring ion light and set off the concrete wall as a true feature. If you want light instead of drama, then go for a very pale beige stone. It will echo stone colours in both the concrete and rocks...

Yes.. I think you should paint, but... Why not lime wash the walls so you keep the look of timber and get the light, on trend Scandinavian aesthetic. I would go for a very light grey tint with a bright white ceiling and trim. Your fireplace and the deer would be great with this look: a rug and some white and grey cushions of differing textures would bring it all together. Coffee table candles would complete the Scandinavian look. Great room by the way!

I would love the rocking chair too, but way too expensive for me, unfortunately!! Yellow could be good... hmmm, will have a look, thanks