We have observed the massive protostar AFGL 2136 IRS 1 in multiple wavelength windows in the near-to-mid-infrared at high ($sim3$ km s$^{-1}$) spectral resolution using VLT+CRIRES, SOFIA+EXES, and Gemini North+TEXES. There is an abundance of H$_2$O absorption lines from the $ u_1$ and $ u_3$ vibrational bands at 2.7 $mu$m, from the $ u_2$ vibrational band at 6.1 $mu$m, and from pure rotational transitions near 10-13 $mu$m. Analysis of state-specific column densities derived from the resolved absorption features reveals that an isothermal absorbing slab model is incapable of explaining the relative depths of different absorption features. In particular, the strongest absorption features are much weaker than expected, indicating optical depth effects resulting from the absorbing gas being well-mixed with the warm dust that serves as the background continuum source at all observed wavelengths. The velocity at which the strongest H$_2$O absorption occurs coincides with the velocity centroid along the minor axis of the compact disk in Keplerian rotation recently observed in H$_2$O emission with ALMA. We postulate that the warm regions of this dust disk dominate the continuum emission at near-to-mid infrared wavelengths, and that H$_2$O and several other molecules observed in absorption are probing this disk. Absorption line profiles are not symmetric, possibly indicating that the warm dust in the disk that produces the infrared continuum has a non-uniform distribution similar to the substructure observed in 1.3 mm continuum emission.