@Fred Ramos
Its crazy how much damage smoking in a home can do! I have seen contractors have to rip out sheetrock just because the tannin yellow stains from nicotine continued to bleed through. You have done one of the few options you can, apply a oil based primer....I would always go with Kiltz because I'm pretty sure two coats on Kiltz oil base could kill cancer! As far as the grout in the shower, you don't have many options. One option you can try but it may not work the best, I'd have to see the project to give a better call....would be to scrape the grout as much as you can...then apply a grout/concrete stain which can be found at a local hardware or paint store...then apply a concrete sealer on top of the dried stain. A second option that I recommend you do NOT do, but it would get the stains out....would be a VERY diluted mix of water and muratic acid. The acid brings all of the minerals to the surface in the grout and would remove the stain, its just so risky dealing with the proper ratio of water to acid and could do more harm than good if you didn't clean up the area properly. Last but not least would be to use the good ol' "Cessna White" aircraft epoxy. It has been a long time secret in the world of bathroom remodelers. Its generally a two part epoxy, usually self leveling, and will make the shower look brand new. But, just like all epoxy's....they are a pain to deal with if you have never messed with them before. Its hit or miss Fred, it might be cheaper to just have the bathtub area recovered with tile unless you have a affordable painter that could apply the epoxy.I hope this helped @Fred Ramos feel free to PM me if you have any other questions about this project.
Also, I apologize @Joel Owens it did not tag you in the above reply!