So when showing upgrade options I want to show only upgrades that match the currency of the current plan - how would I do that?

Best I can suggest is to input custom pricing display within CBSubs > Plans > Your Plan > Presentation then adjusting the "Price display of plan (default: [AUTOMATIC])" parameter as needed. You can then input how you want the price to display exactly.

Is there a way to define my requirements for upgrade plans freely, maybe with some PHP code and an AutoAction event?

Your plans can have upgrade conditions to determine exactly who can upgrade based off field data and other plan states. You can find these parameters within CBSubs > Plans > Your Plan > Workflows. CBSubs does have triggers that CB Auto Actions can act on, but nothing to really alter the access of the plan it self.

The workflows tab can condition off of a users fields or off other plan states. So you could have a CB Query Field that pulls existing subscription currency and condition your plans based off that. You could also have a CB field that lets the user select their preferred currency. You could also edit the pricing display of your plans on the Presentation tab to display prices however you like (more than 1 currency, etc..). CBSubs also has multiple plan display triggers, which you can add JS/CSS/PHP at them to alter the usage.