Will you ever be closing the drapes? Are both wall heaters set back from the window edge like the unit on the right wall? Are the heating units water or electrical? If the heaters are set back from the window edge, I'd hang full length panels if you aren't going to draw them closed. And if the heaters are water there is very little chance of fire, altho heat output will be affected/redirected by drapes. Yes, you want the rods the same height, and if you choose to go with shorter drapes, make them the same length along the bottom. The window sill on the right looks to be a little lower so, IMO, the bottom of the drapes on the left should be the at the same level as the drapes on the right.

The height of a shower rod relative to the position of a tub is largely a matter of use and desired effect. Some shower curtains extend almost entirely to the floor while others drop just below the rim of an attractive claw foot tub. What is certain is the shower curtain liner needs to hang down into the tub below its rim so water does not splash onto the floor. Hanging a Shower Rod Shower curtains are commonly 6 feet in length from top to bottom. They are made longer as well. For custom bathtub designs, their length can vary greatly. If you are installing the shower rod anew and need to know where to hang it, the first thing to do is measure the length of the liner. If it is 6 feet long, figure that it should hang below the rim of the tub at least 5 inches. That means the rod should be placed 5 feet 7 inches from the top of the tub. However, consider the difference between the rod placement and where the liner attaches to the curtain rings. If the liner dangles 2 inches below the rod, you can add that to the height of the rod, placing it 5 feet 9 inches above the tub. The curtain also requires some consideration. It should not drag along the floor; rather, it should be at least 2 inches above it when hanging. If you want to showcase a claw foot tub, hang the curtain just a few inches below the rim of the tub. Here is a link that might be useful: shower rods

I think that the best bet is to make them as consistent as possible in relation to window, regardless of ceiling height.

My particular objection to filling in the space over one opening and not the other is that again it Emphasizes the Difference between the openings that is not particularly emphasized by just putting the treatment on the opening at the opening height. If you are balancing out opening heights the treatments have to be hung at such a level that both can get the same treatment and the discrepancy is actually compensated for visually, which usually means the compensating blind or whatever the treatment is has to be tall enough that a difference between the two is less noticeable. If you didn't Tell me that these windows were at two different heights I don't know that I would pay attention to it: they aren't on the same wall, on the same plane or even in the same part of the room. Having a treatment higher over one window visually than over the door visually (from the frame UP) is only going to point this out. Likewise, I don't think a blind that comes down from the top is a particularly "natural" or functional treatment for a sliding door. A blind can be pulled down over a window to provide shade, and the window can still operate and let in some light. A blind over a slider must be pulled up almost fully off the door for the door to be used. A blind halfway down over a door makes it a non functional door. It's not a treatment that makes much sense on a door since it must essentially be "removed" from the thing it is covering for the thing it is covering to function.