When I installed my coax cable years ago, I just bought the cable and the connectors separate and installed them myself. I don't remember how I ran it in the mast, but if I were to do it again I would disconnect the electric wire for the mast head anchor light and tie a string to it and pull it out. then I would tape the coax wire to it and pull them both back into the mast with the string. Use a polysulfide caulking for the thru-hull connector. Just snug up the connector and let the caulking set up for a day or two, and then tighten it down being careful not to allow the connector to turn. This same procedure also goes for any hardware on the boat that needs caulking. For the antenna, I was able to drill the holes and tap them for screw threads. If you don't have a Davis Windex at the top of your mast, now would be a good time to install it. I installed a 12" extension bracket facing aft for my Windex. It's out of the way of the antenna, and it's within perfect few from the cockpit. If for any reason you need to remove the Tabernacle from the mast; If it's stainless steel and it's held on with stainless steel machine screws, you should use thread lock cement on the screws. Also, stainless steel and Aluminum can cause corrosion through electrolysis. If you can separate the two metals somehow, it would be advisable. Anything you can use to insulate the two metals should work. Good luck.
I don't know what to tell you about the anchor light. My boat came through new with an anchor light and I only used it a few times. I still don't use it and I go on overnighters about twice each week on my boat. I had a steaming light installed back in the 1990's when I replaced my broken mast. I only used it a couple of times and last year I removed it because of a broken wire. I have internal halyards and I suspect that the wire got broke from a halyard. If I had my choice though, I'd rather have the anchor light. I can remember sailing across Buzzard's Bay at night in a heavy fog and anchoring near Hadley's Harbor all night with the anchor light on many years ago. My anchor hadn't worked for the last five years and last year I fixed it when I removed my steaming light. Every year when I get ready to put my boat up for the winter, I remove all the stays, topping lift, and the spreaders from the mast and roll them up and store them in my cellar along with furler which I hang on a beam across my cellar. So it was easy to work the wiring outside with the mast suspended on a portable work bench and the kid's play house. To test out the anchor light, I connected my battery charger to the wires to see if she'd light. My mast has a small strap riveted inside the mast near the mast head, and one of the duplex wires is anchored to that. You could probably do that to your mast if you decide to install the mast head light. Actually, you could always Mickey Mouse a portable anchor light with a long wire and just run it up the mast on a flag halyard with a pig stick to hold it. This would be the easiest and cheapest way out of it. I think it really depends on where you anchor. If you're like me, you anchor in shallow coves that are too shallow for most boats to accidentally run into you. Usually, if someone is coming up on me late at night in a boat, my dog Penny always lets me know ahead of time.