Yes, depth bounds test is an additional per fragment test. Take a look at the corresponding extension - EXT_depth_bounds_test - for possible uses. GL_NV_depth_buffer_float modifies that extension, so it can be used with float depth buffers.
DepthRangedNV() is the floating point equivalent of glDepthRange().
Yes, the depth bounds test is a completely different test, defined by the EXT_depth_bounds_test extension.
It tests whether the depth value in the depth buffer before the depth write is inside the range defined by glDepthBounds[EXT|dNV].
And DepthRangedNV simply specifies the bounds of the depth buffer?
glDepthRange specifies the range to which Normalized Device Coordinates (NDC) will be mapped. This is part of the viewport transformation and can be used to partition the depth buffer when rendering extremely large scenes.