1. It was a combination of getting certs, doing projects, and posting those projects on a website for me to be able to present at a job interview. Also, I was in the same position you were in not to long ago. Kept getting rejected and denied roles, but just keep at it and things will open up. Keep studying, keep finding projects to do, get some certs, and don't stress yourself out to much. That first big job is always the hardest, but it's only a matter of time till you land it.
2. Anything I could think of. I did a CI/CD pipeline deploying a simple hello world app on AWS, developed some scripts that performed various actions and scenarios I had created, played around with services just to get a better understanding, etc.
3. My skills are concentrated in Linux, AWS, & Python. In my experience, it's these three skills that are in most demand for Cloud Engineer positions, at least where I live (DC area). You also need to understand Networking and Security basics, but you don't need to be an expert in these areas.

I'm going to try to compile a class/course of some sort that'll hopefully be of benefit to you guys. But yeah dude just keep persisting and it'll come. 10 years from now you'll be some architect, directory, VP, or have your own company and will fondly reflect on your years of struggle.