I am struggling with how to build the shower - PVC membrane vs Kerdi?
cost and complexity... I am fairly proficient with mortar work, but never built mud deck. I'd like to minimize the cost.

Would it be ok to use brush on membrane like Blueseal instead?
Again this is basement installation on a slab - there's nothing under it, but dirt.

I also have drywall, so if I go with Kerdi I don't have to buy it, whereas if I go with PVC or Blueseal, I guess I will need Durock?

Should I build shower curb with wood or bricks?

PVC liner is definitely cheaper, but Kerdi is a superior water management system. You could use a paint-on membrane, but in my experience they are more expensive than Kerdi. I don't about the cost of the one you mentioned. If you explore the paint-on membranes, pay particular attention to the specs. Not all of them will work in your application.

Basement or not, you still want a watertight system to keep the water out of the floor. Moisture getting through the slab into the ground will draw roots and termites over time.

You will need Durock for most of the paint-on membranes or with a PVC liner.

Since you're building the curb over concrete, you would be better off to use bricks, deck mud, or concrete. My favorite is Quikrete 5000psi concrete, but any of those above will work. The reason I don't recommend lumber is because it will draw moisture from the concrete and possibly rot.