Haha actually take what I wrote here back about the drain and focus on the shower arm i thought it was the baths causing the problem not the wife's shower at first read. But the idea still helps eliminate possibilities before you go cut some holes. Fill and drain sink, toilet and tub to rule those out. You've got a drop ear at the shower.

First I would reapply plumbers tape and maybe a little pipe dope and reattach the the shower arm. If that doesn't fix it odds are the supply leak is the connect from your shower pipe to that drop ear. That will either be soldered for copper or some sort of pex fitting and you'll have to cut drywall to check.

For drain issues: Fill the tub, tint the water and drain it. Look for that color. Sounds like a waste side leak. I had this problem last year. Bad fitting going from cast iron to PVC and it broke the seal over time. Be glad it's not your kitchen ceiling like mine was.