Insulating between boiler room and bathroom
In my opinion, public enemy #1 are the potential drafts that are coming through your structure.  Address point 4 and use expanding foam filler around those holes and pipes.

That being said, I think you need to tackle the problem head on and remove the plywood, ala point #3, and properly apply insulation to the uninsulated space.  It will not only beef up your homes thermal barrier, but in addition will insulate your bath, keeping hot-water bathes - hot.

Not sure about the door and wall venting, I'd hope you have the boiler exhaust piping heading outdoors..