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Step-by-step build — 9 steps. Also available as a print sheet.
Glue up three layers of 13"-long 2x6 offcuts for each of the four feet, clamping until dry. Use 2-1/2" pocket holes on the inside to join them for extra strength beyond the glue.
Attach two of the laminated feet to the footboard location with four 2-1/2" wood screws each, plus glue. If you'd rather not miter the footboard corners, that's fine — just shorten the side rails to match.
Build the headboard support from the remaining two feet and the two 40" and one 6" 2x4 crosspieces. The back of this assembly is hidden by the headboard itself, so put the pocket holes on the rear face where they won't show.
Build the headboard frame from the two stiles, two rails, and center rail, with pocket holes on the rear side so none show from the front.
Before final assembly, finish the footboard, headboard support, headboard frame, insert boards, side rails, and center rail separately — it's much easier to get clean, even coverage on flat parts than on an assembled bed. If you want the insert boards a different color or stain than the frame, this is the step where that separation pays off.
If you're using a contrasting finish on the inserts, fit them into the headboard frame's opening now.
Attach the headboard support to the headboard frame, keeping the bottom edges flush and an equal gap on each side. Drive 2-1/2" wood screws through the back of the headboard into the support.
This bed is heavy — assemble it in the room it will live in rather than building it elsewhere and moving it. Attach the side rails to the footboard with 2-1/2" wood screws driven through the inside of the feet, and to the headboard end with pocket hole screws near the top of the rail. Skip glue on these joints if you might need to disassemble the bed to move it later.
Attach the 1x2 slat support cleats to the inside of the outer side rails, keeping the top flush with the top of the feet. Add the center support rail down the middle with pocket screws on the sides. Lay the slats across, evenly spaced, and screw down at the edges.