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A freestanding brick wall that's only one brick thick can usually stand six to eight feet high. If you need a higher wall, it should be at least two bricks thick for adequate stability, and it might require a footing to support the added weight. Additionally, some areas have regulations and codes dictating how high a brick wall can be, so check with local code enforcers to ensure your proposed wall complies with any regulations.

Costs depend on furniture type, size, complexity, and whether additional modifications are needed.

First, most contractors will have a structural engineer create a report and plan for your project to ensure it’s safe to cut into the load-bearing wall. The contractor will then excavate around the wall, if necessary, measure the opening—allowing for additional space to fit and level the door, and then cut the doorway out. They will likely install a steel lintel as a header over the door for support. Once the doorway is cut out, they’ll demolish the concrete using sledge hammers and masonry chisels, clean up the surrounding concrete, and seal around the door with masonry mortar. 

It’s possible to drill into an LVL beam, but you should always avoid it. LVL beams are major structural components of your home, and drilling into them can weaken them and lead to cracking over time. If you need to drill into an LVL beam, consult a structural engineer. They’ll know the bit size, depth, and directionality that’s safe to use when drilling.