Exterior door install in concrete foundation
You will build your own jamb extensions, it is common practice, but nobody sells them because each is made individually to fit each application.
A jamb extension is not bought, it is made.
About the threshold. I strongly recommend using a concrete product instead of any wood.
Looks like you have possibility for standing water at the threshold on exterior.
I would actually make some forms at desired hight and width, they sell high strength fast setting concrete at the big box stores, comes in a small 3# bucket and just add water and mix ... pour it in and let it dry, install your threshold on that instead of wood.
If it was easy, we would not call it work!