Shen support is not a new idea, and this build was created from boredom and stage of the core item - Turbo Chemtank. This item is super strong on any tank, and Shen can utilize damage and slow. Dont expect to have a lot of kills, or do a lot of damage. You wont. But you can safe your teammates, outplay enemies, or do a lot of pressure on map with jungler.

My general advice would be...Try to get your jungler fed within first 10 minutes. Help him in river, or invade or on roams if possible. Give him love and that role can carry. In my elo at least. in yours it could be mid. So play around midlaner or even ADC. After level six, you can go anywhere, even to help toplaner, but...DO not use your ultimate just as a safe measure. Use it more pro-actively, to catch enemies unprepaired. Your taunt and big shield can neglect ganks around the map.
Most importantly, HAVE FUN