Not much to be said here except that you are a tank and will always be the one who goes in first and comes out last. Always save your teammates who are carrying as they will be worth gold.

Mostly depends on circumstance. For example if you have very little or no ap at all ap tank shen would be essential as you would need to have some vaiation. Depending on how much ad or ap your team has will affect on how you build shen. If you were to not build him straight tank ad would work best as he can lay down massive damage with basic attacks and passive. The tank build is normally best since your jungle will normally be ad off-tank or something like that and will not be able to withstand huge amounts of damage. Shen built tanky can withstand multiple hits from ultimates from the enemy team which makes him extremely hard to kill.