Is there a waterproof shade available to cover a window in
the shower stall?
They have plastic shades, but it won't hermetically seal the window. The old houses had wood trim around the windows. Years ago, people took baths, so the trim didn't get too wet. But now there are issues.
If you can replace the wood with a marble or tile it would be better.
When I do a bath with a tub window, I replace the wood window with vinyl and tile a return right to the vinyl and silicone caulk it.