I did some testing around and blogged about Graph API & Private Channels.
While creating them & adding members is pretty straight forward (just look at Docs examples) the benefit comes out if you create them while doing provisioning - or adding the channel to a existing team later. I don't think there are many scenarios where PC should be created when a team is provisioned on default - but it was fun to test.
And yes, doing HTTP request is a Premium feature in Power Automate. Teams Connector Create Channel action doesn't support private channels. At least not yet.