First, neither tile nor grout are waterproof, and no amount of caulking will fix a pan that is leaking...it can slow it down, but not stop it. Adding steam further complicates things as it produces MUCH higher vapor pressures, and waterproofing everything is essential. Your pan could be okay, but in a steam shower, EVERYTHING must be done well, or you can get condensation inside the walls, and mess things up. Tile should NEVER sink in a shower. That is a sign there's a big problem. A properly built steam shower would not leak even if it had no tile on the walls if it is built right. An improper slope on the curb is not a sign of quality contruction, either. In fact, that could be the source of all of the leaks (if you are really lucky). The curbtop tile could be redone to put a slope into the shower, and if it has been leaking out onto the bathroom floor, might fix it.
You're well past the typical installer's one-year warranty. It might be time to tear out and replace.
You might want to seek help and opinions at www.johnbridge.com. They specialize in tile there and are generally quite helpful. There are a few people that dabble in tile here, but we don't have the depth they do there (at least in my opinion).
The details on building a steam shower are quite demanding. Latticrete, Schluter, and Noble are manufacturers of products that work well to produce a quality, long-lasting waterproofing system in a steam shower. I'm most familiar with Schluter's stuff. Any shortcut in construction will lead to water damage.