[blitzar]

You can preheat the cold flow into the shower so it is just local within the bathroom. Your hot water tap flows at the customary ~55C and the cold feed to your shower gets a boost to 25C or something.

Or you could send all the waste heat to a big sump and extract it with a heat pump (dont think that actually exists though - or would be some form of ground source heat) - at extreme temperatures would be worth it.

[IshKebab]

No, the hot water gets heated in the boiler which is usually not in your bathroom.

[Retric]

People who use tankless electric hot water heaters in their bathrooms to avoid waiting for hot water spent quite a bit for the privilege.

Recovering significantly energy without causing plumbing issues with clogged hair etc seems difficult however.