the command for installing postgres server dev files should be changed to this (postgres version in the end, otherwise it cant find a package):

sudo apt-get install -y
postgresql-server-dev-${POSTGRES_VERSION}
libpython3-dev
libclang-dev
cmake
pkg-config
libssl-dev
clang
build-essential
libopenblas-dev
python3-dev

also here i get an error with --version "0.4.5" but with "0.5.6" it works
export POSTGRES_VERSION=14
cp docker/Cargo.toml.no-python Cargo.toml &&
cargo install cargo-pgx --version "0.4.5" &&
cargo pgx init --pg${POSTGRES_VERSION} /usr/bin/pg_config &&
cargo pgx package