I have a completely open shower and it's not the least bit cold or drafty
But for your size shower, you're going to need some glass. my neighbor has a 5' shower and they did a panel glass piece at 36", and no door. they also did the Sapphire Glass so you can't even see it. look at the white arrows. that's the stationary panel. they say it's not cold and water doesn't get out.
what I would advise you to consider is that wall between the vanity. why not do a pony wall w/glass?
at the very least, don't do a solid wall, do the upper portion w/glass, like here:
this has the valve on the lower portion, but in mine I did a small niche to hide the shavers and such.
if you do the full wall, put a 'window' in there for light
I'd also think about doing a curbless shower (like shown above). for a small bathroom as yours, it might look better w/just the panel glass.
maybe even a partial wall like here:
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shower head, control valve, and wall outlet aligned vertically, in that order from top to bottom
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