How To Run Thermostat Cable Without Going Crazy?
assuming you can't sneak the wire in beside a flue or a drain/vent stack. and don't want to install a new wire on the outside of your house.
Install a 24V transformer near where you need to power the thermostat and run bell wire  from the transformer to the thermostats R/Rh and C terminals.
it could be a hard-wired doorbell transformer, or a plug in one.