It looks okay to me, as long as you understand that you will have only about 20” to 24” in which to stand between the hanging clothes and the wall of shelves in your walk-in closet. Also, does the shower column include a wall-mounted shower head? There does not look to be enough room to stand in front of one if it is situated between the plumbing chase wall and the glass above the pony wall. What is in the rectangle next to the plumbing chase? Can the shower head (if there is one) go on that wall, next to the bench?
Some people are opting to put storage niches, with their cluttered look, on the pony wall where it is less noticeable, instead of placing the niche high on a wall where your eye will be drawn to it. It would be nice to reach your items from the bench, so that is one argument for leaving it where it is, though.
If you like to open your window next to the shower, you may want to consider a hopper (hinged at the top) window. It works like a casement does, but only opens a little. The etched glass often used in a bath continues to provide a good deal of privacy, even with the window open. Mine has blinds in the glass, instead of etched glass, so we can dial them open to see out if needed. It adds a third glass pane to a double pane window, increasing insulation properties, too.

Thanks for your feedback! The column that you see between the bedroom wall & shower is actually the chimney, so it's unusable space. There is therefore dead space between the chimney and the wall, where we were thinking we could include a shower niche.

Here is another idea that keeps your closets together and gives you room for a tub.

You would want to close up the small north window in the closet. The closet could be sort of a hallway with a bench or small chest under the window and two closets to either side.

Put one door to the window hallway or leave off door and put pocket doors on the side closets. Make sure the closets are close to 7 feet wide so you can use both sides for hanging clothes

I will echo Nancy’s comment about the walking space in the closet. That’s the first thing I noticed. I think you would be fine if you didn’t have the shelves on the left.

There’s wasted space devoted to the hallway going into the bath. Surely there’s a better way - if you could put that area to use you’d have a lot more room.