Drylok is vapour permeable, which means water vapour can travel through but just not as water.

I'm not clear on your distinctions in wall type. Since you have a budget for ccSPF, just spray it on the concrete, frame and use your favourite fibrous insulation in the stud wall. Or you can use Wallmate, as you suggest. No vapour barrier is required in either case. Two other acceptable approaches are fibrous insulation and a "smart" vapour retarder and EPS foam board instead of XPS. Just be sure to use mechanical dehumidification in that case to keep relative humidity below 50%. Actually, I'd do that in any case.

Here is a link that might be useful: Drylok

I agree with worthy. A dehumidifier in your case could be the best investment. Beware of using anything organic, or made with organic compounds on the below grade walls. That include some types of insulation, drywall if you are planning to finish the space, and latex based paint.
You might want to consider "all-in-one" solutions, such as basement wall panel systems. They are finishing options, add insulation and moisture protection.