Absolutely use Redgard on the sill and jambs if you intend to tile them also.
Slope the sill tiles to encourage water to run of. The jamb tiles will be fine flat on the Redgard. Install the tiles with modified thinset, NEVER use PL to install any tile anywhere.
Caulk all the junctures thoroughly.
Keep in mind water can get thru that tile so the Redgard is a necessary precaution.
Depending on where you live you may also be faced with the tile around the window freezing so don't take any shortcuts.
Be sure the tiles are attached 100% with thinset to eliminate any voids that water could collect inside of and freeze.
Windows in showers can be problematic but I feel good about your installation after seeing the photos.
Super nice looking tile job by the way.