Re: It all started with a light...
Your soap / shampoo are going to be cold in the winter, LOL!
But you really don't have a choice. You either have a niche or insulation, there isn't room for both.
I hope you used kerdi or red guard to seal the niche. A niche will leak before anything else does.
Tile grout is NOT waterproof. The waterproofing is what you do behind the tile.
Looks like a good installation, just commented as I didn't see what was done to seal the joints of the concrete board in your pics.
Is that an outlet in the baseboard on the floor? Hope its on the GFI circuit, it will get wet if children play in the bathtub. (Or adults for that matter!)