So, this set-up seems to work. Short justification: Dominion tends to involve smaller skirmishes of size 1v1 to 3v3. As such, pure tanks aren't needed as much as tanky DPS.

Since Sejuani has health and AP scaling, it's natural to get Rod of Ages, more health, and Atma's Impaler. To get the most out of this combination, the tanky AS item Ionic Spark fits right in. Note that we start with Catalyst, using Ghost and Arctic Assault at the start to get to our lane quickly. The passive is just way too good to not pick it up as your first item, even if it means going without boots.

Frozen Heart for CDR is too tanky, but Shurelya's Battlesong works nicely, with mobility being a huge advantage in Dominion.

Health + MR from Odyn's Veil can be a lifesaver, but I can't comment much on the active; just getting used to it now. In any case, it's a natural item choice.

For boots, it's really up to you, but I like Mercury's Treads.

Have fun. You'll be pretty strong 1v1, but a fed tanky DPS will have a slight edge on you, generally, but your utility should turn 2v2 in your favor often enough. You can still win 1v1 if you get the jump on them or if they play sloppier than you.

Feel free to reorder the items situationally, or make substitutions. RoA should probably come early, though, or you won't get full power out of it for much of the game.

More thoughts will be added later. Comment if you'd like to. :)

Ok, so the advantages and drawbacks of starting with Catalyst the Protector are fairly straightforward - lots of health recovery all game, but no boots at the start of the match. No big deal.

What I like to do is take bottom lane, use Arctic Assault and Ghost to get to the bottom capture point, harass/farm for a little bit and then recall to buy Boots. You can recall from the bushes, and they might be less likely to rush your capture point for a few seconds. If they're being aggressive, then defend and do without boots for a little bit.

Getting all the way to the top with boots and one dash isn't as effective with no boots, but the trick I describe seems effective enough.

If you see one or more of the following as enemies, get it instead of Shurelya's Battlesong:

Akali, Shaco, Twitch, Wukong, Evelynn. Maybe Vayne.

You might want to take it early, like before Atma's Impaler.