I'd use standard 5/8" drywall Nothing exotic, including the Celotex board. You want extreme mass.
I'd use standard (cheap) R13 or R19 fiberglass
I'd decouple the walls via double studs, decouple the ceiling with clips and channel
I would chime in that it's one thing to build the bunker, and then you have to cut holes in the bunker. Doors, ventilation, recessed lighting will all compromise the job. Best to acknowledge this and plan ahead.
Double wall framing where you can.
A little R13 fiberglass. (the cheap stuff)
Double 5/8" drywall (the cheap stuff)
Damp the drywall panels (use less damping compound to save $)
For the ceiling, decouple with clips (cheap ones) and channel, some R19, then...
What is the proposed floor assembly? Are you using a subflooring that has channels for the Pex?
Depending on the system you're using, you can install an isolation mat under the Pex / subfloor layer, but never on top.
The Serenity's resistance to heat transfer (Insulation) is actually a benefit under the Pex layer, as it helps direct the heat up through the finished floor.
If you are using a concrete slab as a thermal mass, then that mass will take longer to "charge" and...
Compressed wires will reduce the excursion of the channel and possibly introduce a conductive element, so not advised. Maybe shim the clips in that area to give you an added 1/4"?
What is the function of that box?
If you have openings (plural) in the ceiling, then you're not achieving much in terms of sound isolation.
The curtains and foam are not going to help. Build a complete double drywall room-within- a-room, including ceiling off the old garage doors with double drywall.
Soundproofing isn't accomplished by a product. It is accomplished by assembling the system properly. So the ceiling design overall is what will make it for you. Decoupled ceiling with double 5/8" drywall as a start.