There are many overlapping disciplines involved here. CAD/CAM and 3D printing will go a long way towards customization and specialization, but the components of an off-the-shelf model will probably be made using superior techniques and materials for the most part. I would choose something which is affordable and use these skills to try and augment its capabilities.

A more general grasp on flight and navigation could be quite useful. Planes, helicopters, and quad-copters behave quite differently. Quad-copters are incredibly maneuverable (with the aid of gyro sensors and complex stability-assist motor control firmware right on the drone), but they are also incredibly power-hungry compared to a more conventional RC airplane design. Spend some time thinking about what you are trying to accomplish, and choose an appropriate vehicle. Consider spending some time in a flight simulator (FlightGear is free software) to learn basic VFR/IFR navigation techniques, in addition to getting an idea of what causes a class of aircraft to stall and lose control in general.

Definitely study ham radio. If I were planning on using a drone to do ANYTHING cool, I would be highly motivated to gut the electronics. By starting from scratch, you know it won't have any snitchware in it, and you can make more fundamental choices about RF bands, antenna design, and transmission power. Choosing an appropriate band and antenna design are key if you are trying to control the thing from range. Even if you do not modify anything electronically from an off-the-shelf drone, a general understanding of ham radio will still give you many insights about how RF interference, control station position, RF frequency, and terrestrial obstructions will impact the signals, as well as an understanding about how RF triangulation and other countermeasures might be used to identify you. If you are doing anything super sketch, you don't want to be holding the controller and you don't want the controller to be located anywhere near you. I would try to set up a control station which relays controls across the internet and find a way to send it commands anonymously through the internet. Some Mr. Robot shit.

Start small. Mess around with the technology in completely benign ways. Learn the capabilities and limitations, and in the back of your mind, think about ways it can be applied.

If you are trying to construct a quad-copter drone from scratch, I am no expert, but I do have some experience with robotics from working with CNC machinery for a decade. PID controllers are they key to any closed-loop servo mechanism, and are used throughout navigation, avionics, and autopilot systems as well. They are used to target a setpoint (altitude, airspeed, angle of attack, heading, etc) and integrate historical sensor inputs to determine the correct amount of force to be applied to reach that setpoint as efficiently as possible. These are the basis of most industrial robotics as well as the cruise control in your car and the flight control systems you'll find in a modern airliner or a quadcopter drone. There are a lot of examples on Youtube and across the internet of people using Arduino boards to design various PID controllers.

Buy a tiny whoop to get started. You can fly them without FPV to train your brain for the spatial control thing if it's not already natural to you from other R/C stuff, then you can add FPV stuff to it. They're cheap, parts are cheap and there's a wide variety, and you can fly it indoors as well as outdoors.

I played with a tiny whoop for a while, got it running fpv and it was fun but it drove my cat crazy so I ended up giving it to my friend's kids.

I think she deleted the video. But when she was first starting out, SexyCyborg (Naomi Wu) used a quadcopter to drop an esp8266 deautherwifi "jammer" on top of a makerspace for being sexist(iirc). Combining drones with easy throwaway hardware like that always appealed to me. You can do all sorts of neat stuff with an esp32 these days.

Also, don't feel like you have to be able to program to hack. There's plenty of great tools and frameworks out there and hacking can largely be about information gathering using said tools. Just be careful, whatever you do!

Can you buy drones that show you a live feed or can you only get ones that record it, then you gotta like upload it to your PC to see it?

Here is an incredibly interesting talk on building a fully autonomous drone with open-source tech. I watched this online and thought it probably should have been illegal to make this info public knowledge all in one place lol. This isn't necessarily directed at you OP, since it requires a fair bit of programming to integrate all this stuff, but it is very interesting.

I'm also interested in reading about the ways people use drones for revolutionary purposes, for lack of a better term

If you’re talking about explosives, look into drop mechanisms. These are usually advertised as delivery drones. You’ll also need to consider battery life as a function of payload weight and distance, and the fact that the government has signal jammers and teams to triangulate your location. Perhaps one way to circumvent this is by standing in a crowded area and not using your phone. As for the explosives themselves, you’ll have to research that yourself

Do you want a camera drone (something that can hover and take good video) or an fpv drone (the cool goggles and tricks)? If you want to film protests and the like, a camera drone is really what you want. There's really nothing that compares to dji. They sell refurb units cheaper, and are the way to go in my opinion. I think the mini 3 is a fantastic drone and you really can't go wrong with it (assuming you don't want an fpv drone).

Do fpv and bigger camera drones share a skillset?

camera drones like the mini 3 don't really have a skillset tbh. You obviously need to remember what the two sticks do, but they are very stable in flight. If you go slow its easy. I let children fly my drone with no issue. If you can snag a mini 3 pro instead, they have built in obstacle avoidance in the front and back. So if you're flying forward, you really can't hit anything (watch out for wires though!).

If I already have a transmitter, is that a cost I can save or do drones generally come with their own?

If you build your own fpv drone you might be able to reuse it, even a lot of kits have a bring your own controller option. Anything dji should come with a controller however.

flying a drone downtown is probably super duper illegal

It depends on where you live, I know some big cities that you can fly over. The faa controls where you can fly a drone over, there's a map somewhere with the no fly zones. Cities can't control where you fly, but can control where you pilot from (and the faa requires a line of sight). Even if it is illegal I'd probably stay separate from the protest and you'll probably be fine. Most cops are actually pretty okay with drones, just be prepared to bring it back down. You're a hobbyist who just likes drones and didn't know the cities laws. If you really want to be in a lead vehicle, you might want to consider getting a go pro and some kind of really long pole, I've seen people take great video that way and you give pigs a lot less ammo.

But definitely be careful about crowds, you really aren't supposed to fly over them and I imagine they'd be a lot more upset if you were. There's always other stuff to fly over though.

the new Remote ID rules

Remote ID only applies if the drone weighs over 249 grams. The mini 3 (with the smaller, default batteries) is under this limit, as will a lot of ciniwoop fpv drones if you go that route.

I haven't built a drone before, but it is pretty standard for fpv drones and not an issue. There's videos on youtube, it does not look hard.

It occurs to me that malicious bad actor types could throw a brick through a window then send a drone through the window to look around inside a building.

There are a couple of drone sims on steam, including i think one for vr that simulates fpv operation.