Are any of these ideas close to being correct? I sent this to an Astrophysics professor?

The term "cooling" is misleading because it seems to be the opposite of heating, instead of meaning the temperature lowers. The drop in temperature can be thought of as due to the "stretching" of the universe, and the heat is spread over a greater region, resulting in less heat over a specific region (heat density). I don't know if this heat really escapes the universal system, although if the universe is expanding, then there should be an increase in the potential energy between celestial bodies, which may account for some of the heat lost. If not, then you are correct, energy would be created from scratch, rendering the thermo laws invalid.