swinging closed game

Here is an unusual closed game I just played here.  I tried to take the initiative early but lost steam and later blundered.  What went wrong?  I think on the whole after I  cleared the  K-side pawns I should focus on attacking the Q-side, as the adage goes: "In closed games, attack where the pawns point"

Anyway, what gives?

32. a5 or axb is needed.  Dropping the a pawn and allowing Black a passer will haunt you.

After 37. ... Nf6, 38. Nxd6 Kxd6 39. Rxg8 Rxg8 40. Rxf6+ and white's winning.

After 38. Rfg1 I think white loses.  Either he drops the B, or the a pawn runs:  38. ... Rxg5 39. Rxg5 Nxh5 (kill the long-range B and displace the R so it can't get back to g1) 40. Rxh5 Rg8 (keep the R off the file) followed by pushing the a pawn.

After move 39 white is down a piece and black has 3 pieces able to control the g pawn's queening square. Black's a pawn is deadly.  It's over IMO.

Sac'n a piece to open up black's kingside then initiating a queen trade isn't very smart. To add, I also don't think its advisable to do things because you're "bored" (11.Nxg5); The knight sac was unsound and was most likely the main reason for your loss. Being down a piece pretty much put you at a disadvantage the entire game, and if it wasn't for black slipping and losing the h-pawn you wouldn't have gotten as much play as you did. 

 Sidenote: on 24. Nf1 the knight is guarding the e3 directly, not indirectly.

Second 5. d5 isn't a !? but a ?-Its horrid, self-destructive, and I don't quite understand why you played it. Black played a dubious set-up with f6, which neglects development and and weakens a2-g8 diagonal, so, what do you do? Block the a2-g8 diagonal AND close the game up, thus making your lead in development insignificant-wow! Almost any move would have been an improvement here: 5. 0-0, 5. c3, 5. h3, etc.