With regard to the theory that each time a wave function collapses the universe splits so that each possible outcome really exists - where does all the energy required to create all the new universes come from?
There is no energy required to do that. Unitary evolution preserves energy precisely. The reason is the way energy is calculated in quantum theory, and if that is applied to MWI then each branch only contributes with its squared modulus branch amplitude to the total energy. This is the only consistent way to count energy in quantum theory.