"We have changed a shower cold water stem twice, now when I shower the cold water has stopped in the middle of the shower. When I turn the cold water handle it makes no contact at first then it does and cold water comes back on?

I assume this is a stem with a washer, right? Check the screw that holds the washer in place. Back to you

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"We have changed a shower cold water stem twice

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It appears that you have some debris in the cold water side. Remove stem, turn on the water briefly to flush out valve.