I am a spark, I always try to locate the 45a DP pull switch within easy reach of the bath this enables local disconnection if a fault occurs, the idea of using a pull switch is so that if you are wet it does not matter the idea being you are not in direct contact with the physical switch and therfor at no danger from a shock, obviously if you have a very low cieling this may prevent you from doing this.
On a single phase supply the current carrying capacity of 6mm T&E ranges from 34A to 38A depending on how the cable is run ie enclosed in condiut, the shower would only use the full 8.5kw (37 Amps) when activated on the highest temperature which in practice never happens, from experience if you installed the shower and used a 32a MCB then this would be within the regs using 6mm and would be perfectly safe as you are protecting the circuit within its operating capacity.
If you wanted to install a 40a mcb then you would as previously advised need to use 10mm cable which has a ccc of between 46A and 65A. Using 10mm would also be an advantage as in the future you may want to change the shower say to a 9.5kw (41 Amps) or even 10.5kw (46 Amps)
Bonding you should ensure that you have adequate bonding both to water and gas mains of 10mm and cross bonding of all exposed metal work of 6mm ie a single cable that interconnects the bath, hot water pipe, cold water pipe and raidator, it is also good practice to run a dedicated 6mm earth cable with you shower circuit directly to the bathroom although this is not required with the regs.
I have never had to install a RCD on a shower installation as long as you have a adedquate earth loop reading then the disconnection time of a MCB would be sufficient.
If in doubt don't attempt to do any electrical work yourself especially such a job as a shower get a local qualified electrician in.