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Hydrogen at extreme temperatures and pressures is of key relevance for cutting-edge technological applications, with inertial confinement fusion research being a prime example. In addition, it is ubiquitous throughout our universe and naturally occurs in a variety of astrophysical objects. In the present work, we present exact ab initio path integral Monte Carlo (PIMC) results for the electronic density of warm dense hydrogen along a line of constant degeneracy across a broad range of densities. Using the well-known concept of reduced density gradients, we develop a new framework to identify the breaking of bound states due to pressure ionization in bulk hydrogen. Moreover, we use our PIMC results as a reference to rigorously assess the accuracy of a variety of exchange–correlation (XC) functionals in density functional theory calculations for different density regions. Here, a key finding is the importance of thermal XC effects for the accurate description of density gradients in high-energy-density systems. Our exact PIMC test set is freely available online and can be used to guide the development of new methodologies for the simulation of warm dense matter and beyond.