We study the structural pair correlations, thermodynamics, and fluid-fluid demixing phase behavior of dense binary sphere mixtures as predicted by integral equation theories with diverse closure approximations. The focus is on mixtures with a large size asymmetry over a wide range of compositions and strengths of interparticle attractive interactions with an emphasis on the nonperturbative strong bridging or network forming regime. Quantitative comparisons with simulations are carried out. At high volume fractions of the larger species, we find that all studied closures are reasonably good. However, large quantitative or even qualitative discrepancies compared with simulations emerge when the large species is the volumetrically minority component, under both entropic depletion and strong enthalpic bridging conditions. Overall, we find that using the modified-Verlet (MV) closure approximation for all three correlation functions leads to good predictions for structure, phase behavior, and the equation-of-state, along with assuring pair correlation functions which are rigorously positive. This symmetric or "triple MV" approximation has the advantage that the same closure can be used for any size ratio in all thermodynamic state regimes, in contrast to asymmetric closures. The good accuracy of the triple MV closure for particle mixtures provides as basis for developing improved theoretical descriptions of polymer nanocomposites and will serve as a crucial input to microscopic theories of slow dynamics in glass and gel forming systems.