errr ok.....
I was looking at the nut "face on" and turning it anti-clockwise.
That's means according to your last comment, if I was to look at it from the bottom then I have just gone clockwise rather than anti-clockwise and tightened it by a few more mm!
Jeez, lol ...
Consider a bottle of fizzy pop.... Turn it upside down and unscrew the lid, that's the way you should be unscrewing the thumb screw (it's not really a nut) off of the shower valve!