This may be way too late, but I will weigh in on the issue. I am a licensed home inspector in FL and also construct/install custom showers. First and foremost you must comply with the authority having jurisdiction.
Now, the generalities:
1 - The paper backing on the insulation IS a/the vapor barrier, that is why it is to be installed towards the conditioned space.
2 - If you are truly "waterproofing" (i.e. Kerdiboard, epdm's like Redguard, Hydroban, Aquadefense) your shower walls you do/should not need a vapor barrier behind your substrate.
》BTW backer boards are not waterproof, they remain stable when/after wet.
3 - IF you are not "waterproofing" your shower walls I would recommend installing the 4 mil sheathing (as previously suggested), or 40# felt instead of paper-backed insulation, though, still having insulation on your exterior wall.
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