First, some notation. I will use units where $c=1$.
The energy density in gravitational waves is
\begin{equation}
\rho_{\rm GW} = \frac{1}{32 \pi G_N} \left(\langle \bar{h}_+ ^2 \rangle + \langle \bar{h}_\times ^2 \rangle\right)
\end{equation}
where $\langle h_+^2\rangle$ is the average over several wavelengths of the squared amplitude of the "plus" polarization of the gravitational wave, and $\langle h_\times^2\rangle$ is the same for the "cross polarization".
We frequently define $\Omega_{\rm GW}$ as the ratio of the energy density to the energy density $\rho_{\rm GW}=3 H_0^2/(8\pi G_N)$ (where $H_0$ is the Hubble constant) needed to have a spatially flat Universe
\begin{equation}
\Omega_{\rm GW} = \frac{\rho_{\rm GW}}{\rho_c} = \frac{8 \pi G_N \rho_{\rm GW}}{3 H_0^2}
\end{equation}
The spectral energy density $\Omega_{\rm GW}(f)$ is the energy density per logarithmic frequency interval
\begin{equation}
\Omega_{\rm GW}(f) = f \frac{{\rm d} \Omega_{\rm GW}}{{\rm d} f}
\end{equation}
where ${\rm d} \Omega_{\rm GW}$ is the amount of energy density (normalized by $\rho_c$) in the frequency interval $f$ to $f+{\rm d} f$.
The are two kinds of constraints on the gravitational-wave background.
Frequency-dependent constraints, for example the constraints placed by LIGO, LISA, and the CMB polarization. These do not measure the total energy density in gravitational waves $\Omega_{\rm GW}$, but rather the spectral energy density $\Omega_{\rm GW}(f)$. These constraints tend to be "direct" measurements of gravitational waves; a given detector is only sensitive to a range of frequencies of gravitational waves. You can convert this into a constraint on $\Omega_{\rm GW}$ in a given frequency band, if you are willing to assume a model for $\Omega_{\rm GW}(f)$. The curves you have plotted are power-law integrated curves (PI curve) [1] -- any power-law background which is tangent to a PI curve is ruled out at the 2-$\sigma$ level.
Frequency-integrated constraints, such as the ones from BBN and CMB recombination. These constraints tend to be "indirect" -- both of these constraints come from constraints on the effective number of relativistic degrees of freedom during BBN and CMB recombination. If there was a significant energy density present in gravitational waves during these periods, it would change the expansion history (the scale factor $a(t)$), and would run afoul of observations of these epochs. Therefore, these constraints are constraints on the total, integrated $\Omega_{\rm GW}$, not $\Omega_{\rm GW}(f)$. Ref [2] gives a constraint $\Omega_{\rm GW}<3.8 \times 10^{-6}$ from these types of measurements; since this reference is from 2015, there is probably an updated number, but I suspect it is not much stronger. As you can see from the plot, the indirect constraints are not necessarily the strongest constraints in any given frequency interval.
Finally, two updates to the plot you have shown:
NanoGRAV may have detected the gravitational-wave background in the nHz region using pulsar timing arrays [3]. It's too early to say so far, but their data are consistent with a common red process. The smoking gun signature would be an observation of the Hellings and Downs curve, which come from correlations between pulsars; this has not yet been observed.
The most recent LIGO-Virgo constraints come from earlier this year [4], and are a factor of a few better than the ones on your plot.
References
[1] https://arxiv.org/abs/1310.5300
[2] https://arxiv.org/abs/1511.05994
[3] https://arxiv.org/abs/2009.04496
[4] https://arxiv.org/abs/2101.12130