For $k > 1$, we recursively define $\mathcal C^{(k)}(n)$ as $$ \mathcal C^{(k)}(n) = \Bigl\{ U \in \mathbf U(2^n) \mathrel{\Big\vert} \forall P \in \mathcal C^{(1)}(n) : U P U^\dagger \in \mathcal C^{(k-1)}(n) \Bigr\} $$ That is, the set of unitaries that, when used to conjugate a Pauli operator, yield an operator at one level lower in the hierarchy. $\mathcal C^{(1)}(n) $ is the Pauli group. Define $$ \mathcal C^{(\infty)}(n):= \bigcup_{k=1}^\infty \mathcal C^{(k)}(n) $$ Can every unitary in $ \mathbf U(2^n) $ be approximated by elements of $ \mathcal C^{(\infty)}(n) $? In other words, is the set $ \mathcal C^{(\infty)}(n) $ dense in $ \mathbf U(2^n) $? If not, what is the closure of the set $ \mathcal C^{(\infty)}(n) $ in $ \mathbf U(2^n) $.
To be clear, I mean "closure" and "closed" in a geometric/topological sense. (The totally different algebraic question of closure under products is addressed here Is there a closure property for the entire Clifford hierarchy? )
Thoughts so far: Using this definition it is clear that all $\mathcal C^{(k)}(n)$ contain the multiplies of the identity $ e^{i \theta} I $. So the closure is at least one dimensional containing the scalar matrices $ e^{i \theta} I $.
Specializing to the case $ n=1 $ for ease, it seems that the diagonal matrix $ \begin{bmatrix} \zeta_{2^{k+1}} & 0 \\ 0 & \overline{\zeta_{2^{k+1}}} \end{bmatrix} $ is in $\mathcal C^{(k)}(n)$. So the closure in $ \mathbf U(2) $ of $ \mathcal C^{(\infty)}(n) $ should include all matrices of the form $ \begin{bmatrix} e^{i \alpha} & 0 \\ 0 & e^{-i \alpha} \end{bmatrix} $.
Together with the previous claim, that implies all diagonal matrices in $ \mathbf U(2) $ should be in the closure of $ \mathcal C^{(\infty)}(n) $.
Edit: I added the notation $ (n) $ to emphasize that the Clifford hierarchy is defined for a fixed number of qubits $ n $.