Thermostatic Shower Valve Response speed

The message from "DaveHJH" contains these words:

How else would you expect it to work?

There's a fair bit of water in the boiler unit, then there's the length of the pipe to the shower head - both of which add up to several seconds delay. To have an instant effect the heating element would have to be just behind the holes in the head, which would be silly.

I think you misunderstood - it isn't an electric shower, just a thermostatic valve fitted to the hot and cold supplies - no water heating involved at all.

If it is off a combi or any mains pressure system, then install a pressure equalising valve in the hot and cold to the mixer. These react fast to any imbalance between the hot and cold. The mixer may already have one inside. Check. If not fit one.