Hello,
I think the disconnect is in teaching him to go in your room then assuming he would understand he wasn’t supposed to. I recommend not confusing your pet by starting with one direction (ex here is a litter box for you but it will be in a different place tomorrow) and then being upset he is confused. Why can’t you keep it in your room? If he is your cat and stays with you it will probably be the best way to insure he is going where you want him to (in the box). If you refuse to have it in your room you will have to wait until he is acclimated to the house and using the other one. And then you will have to start very (like very!) gradually moving the box in your room to the place you want it to be. Also. Lots of cats don’t want to share litter box spaces or areas. It is a place they feel threatened or anxious so they prefer to be in a quiet private place. I hope this helps.
Good morning! All dogs are trainable, so long as their owners are willing to put in the work. I suggest a basic obedience class to start with. It’s good for both owner and dogs.