1. Firewire is only stuck at 800 because development stopped, largely due to Thunderbolt, which is directly connectable. It could have been used for a single cable AV interface when HDMI started, then could have been developed up to higher speeds. That's exactly what happened with HDMI!
2. Thunderbolt dead? Nonsense! Thunderbolt 3 is up to 40gbps, squashing USB3.1 by 4x. If you need that speed not much else will work. And flinging 4K uncompressed video around needs a lot of speed. The connector they share is the USB C connector. Ever find a USB 3 device ready for that one? Nope. That means you have to adapt anyway. How is that killing Thunderbolt? It's still under development, and moving forward, perhaps not in everyone's world. It is capable of being a single-cable AV interface now at full required speed.
3. Metallic coax and optical fiber are two different mediums and share very few properties. There's no running coax on top of fibre without conversion. And there's almost no point to doing that. They both have bandwidth vs length issues, but fiber based interfaces, converters, switchers and distribution devices are rare and expensive. The fiber itself gets expensive in length and cannot be field terminated. Coax is cheap, comes on a spool, and can be terminated with a compression connector in 30 seconds or less. And transmit full bandwidth UHD plus HD audio with HDMI/SDI conversion at each end.
As Niouke pointed out, all of this can be done over UTP (Cat5e, Cat6) cable terminated in an RJ45 connector (technically 8P8C). And we do that all the time, converting HDMI to Cat5 and back. It takes care of medium-long cable runs and custom length issues, but the converters have to be the good powered ones, not the passive junk cheap ones. However it is still length limited, where SDI Coax can go much farther and be daisy-chained to multiple devices. A variant to HDMI > Cat5 is HDbaseT, and HD over IP. Same full 4K UHD bandwidth. But all of those are transport only, not device interface. I keep hoping for a TV with HDbaseT or HD over IP jack. There are a few pro products with SDI connectors, though, so it qualifies as a full interconnect.