Sounds like a new shower that the OP wired up himself.
The mention of a dim neon suggests it was then wired across one pole of the switch and glowing on stray capacity when the OP was trying to work out what was his error during the installation.
For his sake ( and anyone else who uses the shower ) it is to be hoped he hasn't made any other non obvious but serious errors or ommissions.
The fact that I was able to work my way through systematically and discover the problem whilst checking everything as I went, on top of the several years of training means I am more than confident about the safety of the shower.
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