I am not receiving any hot water in my shower, all taps are fine, upstairs and downstairs.

I have taken the connection off the wall to see if it had a filter, but none,

Any ideas.

Sorry but this " connection off the wall to see if it had a filter" tells me you are not very familiar with how plumbing works. Are you sure you want to try to fix this yourself? Seems that your mixing valve hot inlet is clogged. Do you think you have enough desire/skill to take it apart?