Durock must be set into a bed of thinset mortar and screwed, and if the paint (as you correctly pointed out)loses it's bond ... the screws regardless how they are set will not hold the cement board into place. Cement board isn't contructed in a way to be able to depend on just a mechanical fastener or just a bond coat. It must be both when over plywood only ... over concrete (vertical or horizontal)is a no-no.
Wedi board may be used over concrete .... but then again you have to concern yourself with the bond between paint and concrete.
If you don't want to remove the paint, a mortar bed over an anchored layer of lath would be ideal .... but a lot of work and certainly not cheap in regard to labor.
Bottom line ... if the bond of the paint to the concrete is going to dictate the type of installation you proceed with, then this is the only thing I can think of which would be up to proper standard.
Someone else might have an idea more up your alley.
