What are the difficulties/challenges against developing a coronavirus vaccine?
There are multiple challenges presented, and many of those are not limited to coronavirus vaccine.

As mentioned above, it just takes time. Before a vaccine can be used in patients, clinical trials must be performed to validate the safety and efficiency of the vaccine candidate. A Clinical trial includes three phases, which again, just takes time.

But to really answer your question, what are some challenges of developing a vaccine?

To begin with, from the perspective of lab research, we first need to develop a vaccine candidate. What protein on the virus should we take as an antigen? There are many many proteins on the virus, and for CoV, we know it is a protein called Spike protein. It is the neutralizing target on the virus. Which means, when an antibody bound to this site, it could prevent the virus from infecting the cells. Okay, then we have to know, do we need to do something to this protein to make a vaccine? For example, when we try to manufacture this protein into a vaccine, what if the protein is degraded? Or it somehow becomes a 'bad' protein that simply cannot stimulate immune responses in human? These are just some examples of roadblocks of developing vaccine.

Let's suppose we finally work those out. Then what's next? Each candidate vaccine needs to be tested in animals before going into human clinical trial. This step is time-consuming.

Now we are finally ready to start clinical trials. According to FDA, the vaccine for human trials (also for each drug) needs to be produced under Good Manufacturing Practices (GMP). It's basically a standard operating procedure to make sure that the vaccine candidate can be manufactured in a large-scale, quality-controlled manner. There are many many challenges, like how to purify the protein? How to scale-up production. This is partly of the reason why the first vaccine in trial in USA is an mRNA, and in China is a DNA, both of which does not require complicated protein purification.

As you can see, the list of challenges can go on and on. But there are scientists and doctors working diligently on it. Hopefully we'll get there.