How were these done in the demo?

The section that says “DO YOU WANT TO…” and “WANT TO KNOW MORE ABOUT OUR COMPANY? CURIOUS WHAT ELSE WE DO?” How do you control the height of a row like that, and make the shadows behind the text and buttons?

With the Layout Builder widget. Two rows inside it with 0 padding each which you can set from the row options. For the shadows you need to add background-color: rgba(0,0,0,0.3); in the widget attributes panel.