Very few things are 100% efficient, certainly not DC2DC conversion.
I have a project like this sitting on a shelf. I bought a surplus DC2DC laptop supply years ago. I supply it with something like 18 volts and it supplies 5, and +/- 12 volts. It should not be too hard to find defunct laptop and scavenge it's converter.
I have not bought a screen yet, but have looked with interest at the PS1 screen. Please upload some pics of workbench on yours in composite mode. If you get RGB working, definiely share the pinouts and modifications.
Leirbag has a cool system, you should see the pics.