Yes they play. At least they do on my xbox one x. And I got them off amazon in a set. Here the link; https://www.amazon.com/gp/product/B019R41PIA/ref=oh_aui_detailpage_o03_s00?ie=UTF8&psc=1 SO im not sure if theres a difference but my set looks identical to the set you have pictured. And it has season 3. I hope that helps some. Now you got me watching this all over again, lol.
Yup. It was the same price as the regular blu-ray set when I bought it, but that’s gone down since then. Still totally affordable though, and they’re region free.
I know this is a late response but I just bought the Breaking Bad steelbook collection and I think its absolutely great. It's a bit pricey but $90 for a collection this nice was well worth it to me. Another TV show steelbook collection that is really nice is for Game of Thrones but it's pretty costly and S5&S6 are fairly hard to find (at least for a decent price).
As for movies I also really like the John Wick 1&2 steelbooks from bestbuy and the X-men steelbooks, also the ones that have comic book type style covers (Big Lebowski, King Kong, Scott Pilgrim & others have them you'll know what I mean if you google their steelbooks).
Tbh I like almost any steelbooks but those are just some that come to mind.
$85 w/ free 2-day shipping.
Edit: Amazon link
You can get it on Amazon if you're interested.