Currently, your question is mostly unrelated to Mendix and much more related to different technologies: mainly Bamboo and perhaps Nexus. You may have more success on the Bamboo forums – if such a place exists.
I have a little experience with setting up a CI/CD pipeline. I would not recommend building packages using the Mendix API: to use the Mendix API requires a node attached to your project. You will pay for that node, but if you deploy on your private cloud you will not actually use that node. For us, this is a waste of money. We will be refactoring our pipeline to build the Mendix packages and Dockers in GitLab.
I think it will be hard to give generic guidance on this topic. You situation is very custom and depends completely on you local setup and requirements.