You're close, but not quite there. Suggest you go over to www.johnbridge.com and read their "Liberry" instructions on shower pans.
You don't want the tar paper on top of the preslope or the lath or chicken wire in the final slope. You DO want some lath on the curb. You'll use three types of mortar: deck mud (5:1 portland cement to sand) for the preslope and final slope; some different mortar for the curb, and then thinset to set the stuff.
While you are checking that out, consider using Kerdi from www.schluter.com - then you can omit the cement board (cbu) and just use drywall - yes, really just drywall for the walls. Kerdi is a waterproof, tileable membrane. The significant advantage of this is that there is much less that can absorb moisture in the shower, so it dries out much quicker. That also makes it more immune to harboring any smells... They have a video on the site - shows them installing using a preformed pan, but you can use deck mud to make one instead in any size. If you go this way, you need to go the whole system their drain, too.