Sorry but cement boad is 100% the way to go and waterproofing is always a good idea no matter what. Dense Shield has a major rep for failures. When you nail or screw Densield you cant sink the head, you cant have tears of any size and the best part is having to skim coat over the nail heads with "cement". Any water behind the membrane will cause it to fall apart.... did they say use cement to cover the nail holes? Cement is pourous right?
Can you tell me what you are using to waterproof the cement board? I am installing walk in shower in my house and it has green board on the walls now. I am assuming I can put the cement board on top of this, seal it and them put the tile over that?