Hello, I am bennygump and I will be taking you though why you should play Shejuani as an AP tank. After seeing some of the Sejuani guides I saw that most only had her as a jungler, I think that is sad because she can be a great laner if you build her right.

Now I'm going to take you through some of the pros and cons of Sejuani.
PROS

Great passive that lets you slow other champions.
Has an escape option with Artic Assault
Has an ability that can double the effectiveness of her passive.
Has a great ultimate that can be used with ganks and turret diving.
Northern winds and Permafrost can be great abilities for minion farming.

CONS

Somewhat long cool down times. (can be fixed with in game items)
Not one of the strongest tanks in the game.
Yi's ultimate counters everything good about sejuani which is her slow and makes it a pain to try and get away from or catch up to. (although your ultimate does still work on him)

A good thing to do is to wait in the bushes for a champion to walk past you. When your laning partner is close I lead with my Artic Assault which applies frost and slows the champion. If you have a champion that can knock enemies into the air like zyra, malphite, or xin you pretty much have guaranteed yourself a free kill or assist with your slow and perma frost ability. Perma frost is your best friend when trying to harass your enemies.

I spread my mastery points through all of the trees because there are many good viable options. If you want you can be less tanky and pick less in the defensive tree and go more for the utility tree and get more mana and cool down time.

The runes can be switched around if you want. You can have mana quints, AP quints, armor quints, or magic resistance quints. As long as you substitute the old seal, mark, or glyph with the old quint you should be able to keep balanced.

I use heal because it lets me sustain a lot of damage and stay out longer as a tank and I keep flash as an excellent get away item and sometimes an engager item.
Instead of getting heal you can get Ignite which is great for finishing off those kills that can outrun you, Clarity if you want to be able to mass spam abilities, and you could possibly use teleport if you recall often and want to get back to your lane fast.

This is my first guide on mobafire and would love to hear constructive criticism on how to make my guide better, just leave me a comment and I will work on updating the guide how I see fit as I play more and more games with Sejuani. I hope this guide helps you like it helped me.
Cheers,
Bennygump