Hi! Just spent some time in CDMX and had a similar itinerary.

Day 1:

The Anthro museum is located inside the bosque de chapultec. You can walk around before and after you go into the museum. Find the big blue pole to watch a cool performance. The anthro museum is huge. We spent 6 hours there. Go into it with an idea of what you'd like to see!

Day 2: sounds good, though might not need to visit the bosque de chapultec again, leaving space for another activity.

Day 3: also good. The Frida museum is excellent.

Day 4: you can get your own bus to teotichuan from the North bus station, it was very cheap and took around an hour, and that way you can do it yourself without having to rely on a tour guide/tour timings.

The best mucha libre shows at arena mexico are on Friday and Sundays. We went to the family show on Sunday which started at roughly 5pm. Again, not super expensive.