Water leaking around window when it is NOT raining!
I think you could be having a plumbing issue or leakage around the tub.   Even if you had really poor grouting and things like that I doubt you would be getting enough water to make icicles.  Mold maybe not icicles.   You may have a leaky pipe - that is still in the picture for issues.

My suggestion though is to take that shower window out of the equation of possible issues.   There are two way to do this.


Clean up window below, try to make sure things are as dry as possible.  Then dump water on the window and back edge of tub, see if you notice water coming in.   
Get an extra shower curtain.   Wrap the back of your shower with it - I know it is a pain.   But after cleaning window off below and seeing it dry for a week it is pretty apparent that the window above it taking in water (and possibly some of the tile).   


My guess would be it is the window.   This is a PITA because it is impossible to seal a window like this forever - it is just poor design.   Having a window in a shower is one thing, this low... begging for issues.

Report back after doing one of the things above and we can troubleshoot further.  Just FYI a leaking window or tile is way easier to deal with than a leaky pipe.   So it isn't as bad as it could be.