Simon, you should have a backerboard (cement board) over a plastic vapor barrier on the walls in the shower stall. You can use a waterproofing membrane over plasterboard, but that will depend on what's available to you. Membranes are usually an entire system, so check around to see what's available and we can discuss how to install it. Bottom line: don't install your tiles directly on plasterboard in your shower.
You need to install some sort of backer board on the floor, too. Tiling directly to plywood is a risky proposition, and I'm sure you won't want to go through all of this again if you can prevent it.
P.S. There is a method for setting floor tile on a mud bed. It will add 3/4" to 1-1/4" to the height of the floor. Not an easy job for a DIYer.
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