Hi @Stephy,
Welcome to the Bunnings Workshop community, it is wonderful to have you with us.
As a bathroom is a wet area, there are requirements under the electrical safety standards for what kind of lights can be used in certain areas. Generally, this means whatever lighting is used needs to have an acceptable IP (ingress protection) rating to prevent water from finding its way inside the light. Unfortunately, I do not have access to the relevant standards to give details, nor am I qualified to do so. The best suggestion I can give is to get in touch with an electrician and explain what you are trying to do. They should be able to give you some advice on a suitable solution.
I imagine there's a good chance some form of exhaust would be required. While the lack of ceiling cavity would make your options limited, there are still things like wall vents, which, as you mentioned, would require you to drill through the wall, as well as window vents, like this Blauberg 150mm White WIND Window Exhaust Fan, which can be installed in a window, with the assistance of a glazier. Again, due to the nature of the work, the best thing you can do is contact an electrician, explain the situation and ask them for their advice as they will have knowledge of the relevant building standards and would be able to recommend products and a solution based on these standards.
Apologies I couldn't be more help.
Allow me to tag @R4addZ, @CSParnell and @AlanM52, who have some experience in this field, to see if they have anything they can add.
Jacob
