10000 to 20000 IU of D3 per a day seems really high. I don’t think people should be taking that much unless they’re having their blood tested regularly.
I took magnesium biglycinate some years ago with no problems, but recently I found that it made it really difficult for me to sleep — a bit strange given that mangesium, and especially magnesium glycinate, is generally considered beneficial for sleep. Anyway, I avoid magnesium glycinate/biglycinate these days and instead opt for the more pedestrian magnesium citrate.