Here is some classic examples of rust and discolouration in a marble shower.
When you view this picture notice how the rust is isolated. Because of this I would think that the rust is coming from fasteners (nails or screws) in the build and not the stone or marble itself.
Using a topical water and vapour proofing process will help safe guard against this.
I have seen an ever growing trend in the use of framing nailer to install shower backer boards here in Vancouver. One could argue that this trend is North American wide. When a framing nail shoots galavanized nails often the small area where the two nails where joined can rust.
If a shower was hand nailed the act of nailing can damage the coating of the nails and lead to rust.
Careful how you specify your shower build. After investing thousands of dollars you do not want your shower looking like the one in the picture above (link)