Finally we would like to point out two things that should be improved. The first one is entertainment, which, with all due respect, is very poor.

with 在这里表示"带着、具有"的意思，构成固定表达。 all 表示"全部的、所有的"，强调程度。 due 原意是"应得的、适当的"，在这里构成固定搭配。 respect 意思是"尊重、敬意"。 with all due respect 是固定短语，字面意思是"带着所有应得的尊重"，实际用于委婉表达不同意见时，相当于中文的"恕我直言"。