Hi nodatafound,
there are also two types of electric showers. One which heats the water as needed, and one which uses the hot water in the cylinder, and just pumps it. The second type is normally used when there is low pressure for whatever reason.
When you turn it into the red, and it still stays cold, it could mean one of two things either 1. The shower heats the water itself (first type) but the heating element is broken, or 2. The shower only pumps the water and there is no hot water in the cylinder.
As Sahd said, brand name and model will tell us, as well as if you can see either one or two water pipes going into it. One pipe - first kind (as it only needs a cold water feed, two pipes - second kind (as it needs a hot and cold feed).
Let us know what you find.