I think you really need to do some more research and tackle this project correctly yourself (hey this is a DIY site), or hire a real licensed contractor.
The "knowledgeable" person you had come out to take a look is dead wrong in his statement about mastic and thinset. Mastic does not belong in a shower. For one thing, mastic needs air to dry and with those big wall tiles, it's likely to take weeks to fully dry and that's before grout is installed. Then, once water makes it's way past the grout or through the tile, it will re-wet the mastic.
I'm no expert, but I'm pretty sure you can change the cartridges for the shower valve from inside the shower. Just take the trim off, and it should be readily accessible. But he's right in that you generally don't want plumbing in exterior walls due to freezing potential.
I hope you get this fixed right