Do you have an overhead rain shower? Does it drip cold water on you when you’re not using it? It may be water trapped in the pipes. A plunger will temporarily fix it.
We have a fancy shower with an overhead rain shower and a ordinary wall sprayer both controlled by the same thermostatic valve. There’s a diverter to control which head gets the water. Every time we used the sprayer the overhead would drip a tiny bit of cold water on us. Annoying!
We assumed it was a leaky diverter valve, had it replaced. Didn’t help. There’s a zillion websites wanting to sell you plumbing parts that suggest a valve is the problem. But this discussion explained the real culprit.
There’s water trapped in the pipe leading to the overhead shower. Weirdly there’s some water above the tiny holes in the showerhead, held there by air pressure. Running a hot shower in the same area changes the air pressure / flow enough that a little cold water manages to leak out.
You can test this theory by running your finger over the holes in the overhead showerhead; for me that was enough to express 10mL of water or so. To really get the water out I took a plunger to the shower head. No tight seal needed, just want to force air in and water out. I think I got 200+mL out that way.
It’s a temporary fix, next time I use the overhead the pipe will fill again. I wonder if someone sells a showerhead with some sort of permanent fix? A release valve would work but be fiddly.