It's well worthwhile to treat the concrete with a spray on acrylic or silane based masonry sealer, which will still be breathable enough to keep the foundation from saturating and rotting out the foundation sill.
Going with the spray-foam sealer approach you can be really crude cutting in around already-installed pumbing & electrical, since you can fill arbitrarily large gaps with the stuff. If it's more than 2000 square feet of wall area it's probably worth springing for one of the 700 board-foot 2-part foam kits (Fomo-Foam, TigerFoam, FrothPak, etc.) If the foundation sill & band joists aren't already foam insulated, an 1-2" of foam to seal that from interior humidity & condensation during the winter, with a batt or spray-fiber insulation beyond that to bring it up to a similar level as the rest of the foundation wall R is the right way to go there. Just be sure the foam R is at least 40% of the total R where the floor joists are, or you could have localized mold conditions on the joists where they pass through your band-joist sealer. If you give the outer 3" of the floor joists an inch of foam that'll be "good enough", even if you get occasional condensation or frost conditions at the foam/fiber boundary on the band joists during extreme cold snaps. In your climate, with 2" of foam on the band joist + R12-13 of fiber on the interior that wouldn't be often enough to cause mold or rot issues. But for every inch of thickness a square foot of coverage is going to cost you ~$1.25 in closed cell foam. (If you used 2lb Icycnene- a contractor-only solution, that would typically run 75-90cents per board-foot, but only delivers R5/inch rather than the R6/inch you get from standard polyurethane foams.)
If you're looking at over 1000 board-feet (square feet x 1" depth) it's often cheaper to hire a contractor than to use the kits, so look at it carefully. Figure on about 1 board-foot per stud for sealing the 2" XPS and stud-edge, then look at the running length around the band joist x 1" or 2" to figure out just how much spray foam you're talking.
Spray foam and rigid XPS both need a thermal barrier against fire- half-inch sheet rock meets the required rating. But so does 3" of spray cellulose or Spider even without sheet-rocking over it.
Neither spray foam nor Spider is a DIY project, but if you went with 1.5" of XPS and don't have lots of blockages cutting across cavities, dry-blowing cellulose isn't rocket science, and a decent job is possible with a box-store rental blower. Be sure to seek out "borate only" or "sufate free" material though, since sulfated cellulose will corrode copper pretty quickly if it ever got wet. All wet-spray cellulose is sulfate-free, and dry-blowing the wet-spray stuff works just fine. (You won't find wet-spray goods at the orange or blue box stores, but building goods distributors that handle cellulose insulation would have it.)
If there's a liklihood that the place will see occaisional flooding near the floor, it may be better to use spray fiberglass, as cellulose will wick more flood moisture up into the cavity and require somewhat more extensive repairs.
Hopefully the slab has a poly sheet in it &/or the studwall builder put at least a sill gasket under the studwall to limit capillary draw of ground moisture into the wood. (Or at the very least, used pressure treaded lumber against the floor.) It may never have problem, but if no measures were taken there's a liklihood of at least localized issues a decade or three down the road.
Behind the shower you're kinda stuck, but pulling out the fiberglass will run the studs much warmer, with a much reduced chance of condensation/moisture issues on those studs. Slow rise foams, etc are almost certain to destroy the shower unit (and would make ripping it out to start over even more difficult.) If you have line-of sight from above into the stud bays and can get the spray gun in there it may be possible to get at least a 1" shot of spray foam in there on the foundation down to at least the frost line, which will be WAY better than nothing. Don't go for a full cavity fill of foam there, but if you can get it up to 2" you'll have R12, which isn't bad at all. But even a 1" shot will be ~R6. (Over 2" of foam on the concrete would be too vapor impermeable and the foundation sill might rot in that area over time.)