You'll need something that is 1/2" thick to match the thickness of your drywall or greenboard, or whatever you use for the rest of the shower. Painted Durock doesn't look very good.
Run the CBU up to the shower head, then drywall up to and including the ceiling. Prime the drywall area then use a good quality paint on top of the primer. That should keep any moisture from getting into the drywall.
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