I never put holes in a tiling flange. It's there as a backup to the caulking that goes between the tile and the tub. If that caulking fails and you have holes all through the tiling flange, the water isn't going to stay inside of the tub.
Set tub in mortar and use screws just above the flange with large fender washers to keep the tub from moving horizontally.
having a shower has nothing to do with fastening the tub to the wall. it has to do with the drywall getting wet and falling apart. greenboard will fall apart just like regular drywall when it gets wet it just takes longer. in many places it is against code to install drywall around a tub or shower.