Just keep in mind about a gate- what looks like a small opening- they can try to go through it- then they get stuck- trying to pull back - and if they panic, they can actually break their own backs.
Sheet rock is what is on the interior of your walls. Its like the cover that goes over the studs etc.. It can be made with a bunch of things- but usually also a mixture of plastic type material. Let me attach what I mean .. brb. So since you paint the sheet rock- that also includes the paint if they chew the wall..