You might want to cover a shower box this winter to minimize heat loss. One option is to use insulated tarps. Another option is to build a box around the shower. The box shown in the pictures is made from 1" thick foam board from a DIY store. The store had boards that were 1/2", 1", and 2" thick. The store also had a Loctite adhesive made for use with foam board. Note that many glues will melt foam board.
This box was designed to drop over the shower stack. That required a slot to be cut in the back panel to allow for dropping over the 3" supply pipe. The piece of foam board removed was glued to a wider piece of foam board and used to close the back of the box.

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