Yes, it was the bones of the murdered Holocaust victims that were discarded. Rudolf actually gets mad at the workers for doing this - he's on the phone and refers to the bones as "lilac trees" and that they need to be "disposed of properly".

And yes, the thermal vision scenes were of a Polish servant girl leaving food out for the prisoners to eat. It's mostly to show the contrast between the bright shots of the Höss family committing evil in broad daylight and the darkness that the victims have to endure, but the girl is a bright spot in that world of darkness and she has to do acts of kindness in the dark.

As for the vomiting, it's symbolic. A YouTube video by The Oscar Expert explains it pretty well. He says, "Rudolf, after thinking of how would logistically gas an entire room of people, stares down a dark hallway seeming to have some sort of premonition of the future and how this event will be remembered or perceived. It's not clear what he makes of this or if this is really his vision, but we see that he starts hacking; he can't even bring himself to vomit. This 'Act of Killing'-esque moment suggests that maybe he's considering his capacity for evil, but this choice to put his hat back on and continue descending into the dark stairwell says that he will not even begin to reckon with that question. It's just too much to bear. It would upend his entire life and everything he's built. The dissonance would be too great considering how deeply their lives are intertwined with what's going on around them."

To be honest I don't think he had much choice, he clearly wanted to run away (the USD checking scene) from all of this or wanted to be prepared for it, but for some reason didn't do it (maybe because of his dumb wife?) or maybe he thought it would be too difficult and if he tried it he could get killed, so he chose to survive.

Nothing in the text suggests that he wanted to run away from his job as a commandant nor implies that he would be killed. Being potentially killed would suggest he was actively against the genocidal orders, which he was not. He is just as culpable as his wife. His choice is clear: he led acts of violence under the guise of it being his duty to his country and his family instead of introspectively understanding what he's doing is morally and ethically abhorrent.

In one scene he was counting his stashed foreign currencies, so it implies some exit plan and during whole movie he didn't really seem very happy with his work.

That happens pretty early on in the film, so even if he had thought of an exit plan, nothing in the film following that scene alludes to him following through with the plan. It could also be implied that the various currencies are the seized cash of the victims.

I don’t believe he was ever unhappy with his work. He calls his wife, Hedwig, on the phone quite ecstatic that he gets to be transferred back to Auschwitz to be with his family and lead the operation. He is also completely normal during his routine checkup, having no obvious signs of anxiety or change in his health, which isn’t the case for someone who would be unhappy with his work or having a sense of guilt. If anything, the text supports him being overly concentrated on his work, focusing on how to effectively gas a room full of people instead of celebrating at the party.