question on building shower curb in new bathroom

I have a new bathroom in my house. The bathroom is completely roughed in.
The subfloor of the bathroom has radiant panels---the pex is visible and runs in grooves in cdx plywood panels that I installed.
I am planning on building a shower next, and the first thing that I want to do is build the curb.
My thought was to build a form and pour the curb from concrete. The curb will not be too large (the shower is in the corner of the bathroom) and I have a few bags of concrete sitting around. I know that some people make curbs from PT but this seems risky to me.
My question is, what do I put under the concrete curb? I need to protect the pex. Should I put roofing paper under my concrete form?
My second question is, how best is a concrete curb anchored to a plywood subfloor? If I were going to pour a curb on a concrete floor I would epoxy a few bolts into the floor before pouring a curb. This would help with anchoring. Should I did a similar thing with a concrete curb on a plywood subfloor?
So, this makes me wonder, should I screw cement board to the entire bathroom floor before I do anything? If I did this (leaving out for the moment the area inside the curb, or maybe including this area) would be curb bond to the concrete board?
Thanks,
Mike
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I built mine using stacked standard 2x4's. Since the curb is outside the membrane, it should not be subject to water damage. Using wood allows tacking the membrane outside the shower to hold it in place. I just nailed concrete board over the outside of the curb to hold the membrane in place and form the top outside edge of the curb for the mortor covering the inside and top of the curb. That gave a good edge to work from when working the mortor.
Bob
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