When doing steam showers the key is keeping the steam in the shower. I've trouble shot a few that have had extensive rot and mildew problems. 1. Any gaps around plumbing need to be silicon sealed as they pass through a waterproof membrane. This could be flat roofing torched down over fireproof backing board or waterproof backing. tile backing board from Georgia Pacific. (do not use concrete backer or thick set plaster with out the proper back board. Steam will infiltrate through the mortar joints.(grout is best two part epoxy) 2. water resistant rock is not acceptable in the shower. If painting use water proof foundation paint, even if your using a waterproof backing board. Tile should be glued or two part epoxied to the substrata. 3. Exhaust fans or lights need to be sealed units and even silicone back up is recommended. 4. enclosure walls. should have gaskets for the full opening including ball type sill gaskets. Glass can be set in water resistent wood framing (teak, ipe, cedar, redwood, ect.) glass of course needs to be laminated or tempered. 5. A high cfm exhaust fan with a humidity sensing switch should be situated near the egress door.

So we finished our bathroom with a new waterproof membrane on the walls. It's a super think waterproofer that we slightly water downed until it was a consistency of paint. We used a paint primer first (tinted the same colour as the waterproofer) then used 3-4 coats of the waterproofer. Also added an anti mould solution to the primer. Had it signed off by our surveyor who was amazed by it. I'll try and send some photos.

Give it a whimsical spin to reduce the "chilly" factor. Maybe go undersea glam--hang layers of muslin dyed varying watery shades on the toilet/sink wall to mimic drapes/waves, a pearlized finish on the ceiling, crystal chandelier drops from the overhead venting, clusters of small round mirrors to imply bubbles, and something sandy on the floor--some kind of bamboo or grass matting. And absolutely anything but the light that's in there. Otherwise, go nuts with a rustic camp theme--walls of reclaimed wood (pallet or otherwise,) whitewashed maybe, lots of mismatched hooks for towels and swimsuits, rough wooden boxes holding spare towels, sunblock, so on...a big basket of water toys, maybe hang some kooky inflatable from the main blank wall--an alligator or killer whale or something equally silly. A big, over-the-top ornate mirror with some of the gilding chipping off, a kitschy little skirt around the sink made of tea towels from resort towns...that kind of thing.

I have read all the comments and agree with the idea of a deck or "floor" over the pool. It will extend your entertaining space, will cost less in the long run and gives a buyer the option of uncovering the pool or leaving covered. Also really liked the idea of covering with a roof and walls that open up in the warmer weather, however if you only use the pool occasionally this will not be a cost you'd be wanting. even before I read any comments I pictured a similar idea to the first commenter. Cover it with I'd say a composite decking (no rot, no maintenance) with a railing if leaving part uncovered or you can even get creative with a sunken oasis (water removed lol) at the far end from the house. think of the circular outdoor fire pit/ fireplace areas. Also, if deciding to cover, it can be done in stages as you have funds available to get it exactly how you want it. This pic shown can be incorporated into the pool shape and if you use dry stacked stone the pool can be made useable in the future if so desired. I think it would be cozy. drainage would have to be dealt with with someone who has that profession. good luck.