Right now the NEC requires AFCI protection in bedroom outlets. Outlets include light, smokes, receptacles, etc. installed inside bedrooms. No other AFCI protection is required anywhere else in the house. An AFCI protective device monitors the sine wave of an electrical current looking for a scratchy sine wave depicting arcing on a circuit. AFCI monitors arcing between a hot and a ground or arcing between to phases of wiring such as 240 volts using two hot wires. AFCI does not at this time monitor loose connection arcing such as a loose wire nut inside an electrical box called in line arcing. AFCI is a good thing in older homes to monitor arcing inside old walls etc. hopefully tripping of the breaker due to the arcing shown on the sine wave before a fire starts. Problems with AFCI that I see is most commonly a fire is caused by in line arcing due to loose connections in a home not now monitored by an AFCI device. However there are enough fires started due to phase to phase or phase to ground arcing to be worthwhile using arc fault protection. Another problem with AFCI protection is that it is new with only minor trust in the electrical industry. Many times an AFCI trips due to hot to neutral or equipment ground touching which it is doing its job but often times misdiagnosed by the electrician not trusting the AFCI device believing it to be a faulty or useless AFCI device. Lack of exposure to use is a major factor for electricians right not not believing in the AFCI right now being new in the field. AFCI protection is found at the breaker monitoring the entire circuit. While I understand there are some AFCI devices out there built into say a receptacle that device only monitors from that device to the end of circuit not backwards toward the breaker before the location of the device in the circuit. An AFCI protection is desired over the entire branch circuit from line to end of line.
GFCI protection is a device is a device that in generic terms looks for 120 volts on the hot wire, approximately 14 volts allowed on the neutral or grounded leg, and zero volts on the bare equipment grounding wire. While this device also had a bad rap when it first came out in the early 70s it now has become a trusted product in the industry and electricians don't often mistake a faulty device due to it being a gfci device like they do while doubting the AFCI device. GFCI devices have been proven and used commonly for many decades now creating more trust and faith in them today. A GFI device intent is to help protect people from fatal electrical shock. Back when I was a kid say 5 years ago [ I WISH !!!] when a radio dropped in a bathtub full of water and me in it I was a dead duck. Now with GFI protection we are expected to have a half a chance to survive such an accident. GFI protection is needed at or after the first receptacle on a circuit so it is common to find both a receptacle device type GFI protection as often as a breaker type GFI protection.
A GFI receptacle protective device will not only protect that receptacle it is built into it will also protect all the receptacles installed on the load side of that one GFI. You only need one GFI receptacle device to protect all the receptacles on that circuit as long as the other receptacles are place getting their power from the side of that first GFI receptacle marked load on the GFI receptacle.
You have no use for three insulated wires in your wirind design. 14/2wGRnd is all you need for a 15 amp circuit. If you add your new receptacles on the load side of that existing GFI receptacle you will have GFI proteced new receptacles and no need to go back to the panel. AFCI is not required but also is not forbidden in a garage receptacle circuit. You may install an AFCI breaker feeding a GFCI receptacle and other receptacles after that GFCI receptacle without causing the two devices to fight each other.
Hope this helps