I agree after all that gyprock stuff is very pricey and although they say it's water proof they say on a commercial application it needs water proofing/tanking so therefore it's only waterproof a little bit, so in fact not actually water proof .You can install these boards using dri-wall adhesive. Backed up with anchors if really needed.
Maybe just whizz the holes with a counter sink bit would help?
Personally, I'd use a thermal xps board like delta/wedi etc.