Large displays can provide the necessary space and resolution for comprehensive explorations of data visualizations. However, designing and developing visualizations for such displays pose distinct challenges. Identifying these challenges is essential for data visualization designers and developers creating data visualizations on large displays. In this study, we aim to identify the challenges designers and developers encounter when creating data visualizations for large displays. We conducted semi-structured interviews with 13 experts experienced in creating data visualizations for large displays and, through affinity diagramming, categorized the challenges. We identified several challenges in designing, developing, and evaluating data visualizations on large displays, as well as building infrastructure for large displays. Design challenges included scaling visual encodings, limited design tools, and adopting design guidelines for large displays. In the development phase, developers faced difficulties working away from large displays and dealing with insufficient tools and resources. During the evaluation phase, researchers encountered issues with individuals' unfamiliarity with large display technology, interaction interruptions by technical limitations such as cursor visibility issues, and limitations in feedback gathering. Infrastructure challenges involved environmental constraints, technical issues, and difficulties in relocating large display setups. We share the lessons learned from our study and provide future directions along with research project examples to address these challenges.