I recently had a similar issue and ended up using a solution combing geom_step with a histogram as detailed by @kjhealy.co here: kieranhealy.org/blog/archive...

In a frequentist setting, I prefer overlaying CIs that are visually distinct (for instance by thickness) corresponding to explicitly stated percentages, e.g. 90, 95 or 99 (see example). As others have stated, the lack of a clear connection between the shading/width and confidence level is a problem