I think your layout looks great. Specific answers:
1. I'd at least put a small corner bench for leg shaving.
2. I think the doors are fine because they don't conflict with each other. If it were our house, the closet and bathroom doors would mostly be left open, and they open against unused walls, so won't obtrude on the space.
3. No opinion on the hand shower, as I've never had one. :-)
4. I'd put the niches on the back wall, opposite the door.
5. I'd probably frost at least the bottom half for privacy, but leave the top half open for the view.

The issue I see is a safety issue.
Your WC (toilet room) should not have an inswing door. That door either needs to be a pocket door (or barn door), or outswing, or pivot door, or... Something that doesn't restrict the swing to in only.

Here's why. If you look at an inswing door, you'll notice the hinges are on the inside of the (little) room. If you consider that if there is a medical emergency with the person using the toilet and they pass out or worse, their body will fall onto the floor in front of the door (the only place in a little room for it to fall).

In come paramedics to help (or you, trying to help a loved one) and you can't access them because you can't get them out of the way to push the door open. They are lying in the door swing space. You also can't remove the pins in the hinges to take the door down, because the hinges are on the inside. So, what to do?

You waste a lot of minutes trying to get access to them. Unfortunately this happens all too often because, unlike showers, door swing hasn't been regulated for WCs (showers are another "small room" but in most places, the door MUST swing out, or have the ability to swing out if it also swings in.)

So, consider that. You don't have an illegal door plan, but you do have an unsafe one atm.

It looks like this will be a lovely space. I had a similar multi-door dilemna in my recent master bath remodel. I was worried there would be too much visual clutter, so used pocket doors for the entrance from the bedroom, closet, and toilet room. Best choice I made. My toilet room pocket door is frosted glass, the closet has a mirrored pocket door, and the bedroom is wood. I can't tell you how soothing it feels to have so much open space in the bathroom. Only the linen closet has a traditional door.

In your current configuration, a pocket door would not work for the closet because the door needs to slide into a wall. But you could easily bump the entrance back a few feet (even with the back side of the vanity) to fit in a pocket door.

I would have the door to closet from the bottom left hand corner of the bedroom, not the bath. You would gain more storage/counter space (or room for a free-standing piece of furniture/ornament in Bath) and more rod space in closet. You also wouldn't have moisture/privacy issues from bath into closet.

On linen closet in bath, I would put bifold doors to avoid possible issues with hitting shower door, and to avoid a large swinging door- (unless you're planning to use the back of that door for robe hooks or something).

Wow, you are sure lucky to have such a fabulous space!

Where do you plan to hang your towels?