Hi BDG, I guess we know where you like to relax
Just kidding! Outside walls can get cold and when they are seperated from the heat source, like a radiator along the wall, really cold. Bath tubs frequently have a hidden problem, it is the space underneath the tub and when it is on an outside wall, that space is exposed to a very cold surface. Is the bathroom over a basement or on a second floor? Over a basement you might be able to see the hole where the drain and water lines come down and sometimes get a look up inside. If it is on a second floor, is one end up against a partitian wall with a room on the other side?
Tell us what point you are at in your project and if the current tile wall is coming out. Also if there is any insulation in the current wall?
Bud