It is true that to initiate you try to get a carry, though you also have to realise that you have Randuin's Omen, Permafrost and Rylai's Crystal Scepter that will do extreme AOE slows that will protect your carries and lock their carries down. Where as Frozen Mallet will only target the AD carry which lets the AP carries kite and destroy your carries. Hence why it is useless. And yes you do have a lack of health though you have plenty of armour and magic resist. Though if you don't agree with Rylai's Crystal Scepter than go ahead and vote down. Though you also must remember my build's approach to tanking which is damned if you do, damned if you dont. And the AP and CDR helps with that very much. It's just like having lots of attack speed on an AD but low damage. Also with such high CDR you can use Northern Winds without it only having a short cooldown (>0.5 seconds) so it's like having a constant 15% slow to all enemies around you.

Rylai's is a bad item for her, she doesn't need an AP slow. Frozen Mallet is better. Yes Frozen Mallet is single target, but Rylai's is only 15% on AoE which means Arctic Assault, Northern Winds, Permafrost, and Glacial Prison are all going to produce a 15% movement slow. This offers no armor or resistance and she's a tank. The HP alone won't help her unless you get enough HP like from Warmog's.

Furthermore, to be an effective initiator/tank you want to be focusing a single target. AP nuker or AP/AD carry, that forces them to be locked down doing less damage. This makes you a priority no matter what. 35% movement slow on a single target in addition to permafrost+northern winds that refreshes every auto-attack is much greater than a 15% rylai's slow that refreshes only when your abilities are off of cooldown.

I used this guide to help me through my first couple games and now I find myself tabbing to it all the time to compare what I think is good and what your guide says haha it is my bible to the world of Sejuani, awesome guide.

Very helpful guide, also very effective.
Keep it up! (Y)