Still kudos going this path in the cloud-centric time we live in.
Thy will vary by country, by state or even county , setting up a DC in the Bay Area and say one in Ohio or Utah is a very different endeavor with different design considerations.
Regarding data centers that cost 9 figures and up:
For the largest players, there’s not a ton of variation. A combination of evaporative cooling towers and chillers are used to reject heat. This is a consequence of evaporative open loop cooling being 2-3x more efficient than a closed-loop system.
There will be multiple medium-voltage electrical services, usually from different utilities or substations, with backup generators and UPSes and paralleling switchgear to handle failover between normal, emergency, and critical power sources.
There’s not a lot of variation since the two main needs of a data center are reliable electricity and the ability to remove heat from the space, and those are well-solved problems in mature engineering disciplines (ME and EE). The huge players are plopping these all across the country and repeatability/reliability is more important than tailoring the build to the local climate.
FWIW my employer has done billions of dollars of data center construction work for some of the largest tech companies (members of Mag7) and I’ve reviewed construction plans for multiple data centers.
I'll point out that some of the key thermal and power stuff in those plans you saw may have come from the hyperscalers themselves - our experience a dozen years or so ago was that we couldn't just put it out to bid, as the typical big construction players knew how to build old data centers, not new ones, and we had to hire a (very small) engineering team to design it ourselves.
Heat removal is well-solved in theory. Heat removal from a large office building is well-solved in practice - lots of people know exactly what equipment is needed, how to size, install, and control it, what building features are needed for it, etc. Take some expert MEs without prior experience at this, toss them a few product catalogs, and ask them to design a solution from first principles using the systems available and it wouldn't be so easy.
There are people for whom data center heat removal is a solved problem in practice, although maybe not in the same way because the goalposts keep moving (e.g. watts per rack). Things may be different now, but a while back very few of those people were employed by companies who would be willing to work on datacenters they didn't own themselves.
Finally I'd add that "9 figures" seems excessive for building+power+cooling, unless you're talking crazy sizes (100MW?). If you're including the contents, then of course they're insanely expensive.