"Of all the things you could play, why Xin Zhao? Why not just play him as a Jungler like a normal person?"
Well, the answer is two-fold. The first is that I'm just not a very good Jungler. Maximising my clear efficiency is quite difficult, and Jungle is far too meta-sensitive for how I generally play and philosophise. The second is that Xin, as a Jungler, is extremely mediocre and a bit out-dated. However, as a Support he is truly quite overpowered. He was balanced around a far more combat-oriented role, so of course his innate power is going to be stronger than that of a normal support, but his job has always been that of a duelist AND peeler. He initiates fights well, is good at protecting backline, and dishes out well more than enough damage to eiher dive or front-to-back. What's more is that he gives almost everything you could realistically want from a support: damage for poking, trading, and all-ins, mobility for engage and roams, sustain for combat and surviving more punishing lanes, impossible to miss crowd control for initiating fights and trades, and a ton of built-in durability in his ultimate as well as a huge iniation tool that can be similar to a Gragas ultimate if used skillfully.

The thing most comparable to Xin Zhao in this regard is Pyke, though his playstyle is more similar to Pantheon. That should highlight just how strong he is and how much power he commands early on in the game. Even small mistakes can be turned into lane-losing, and potentially game-losing scenarios for the enemy combo if you can punish them well. Of course, more egregious errors can very easily be turned into a game-loss scenario, and those are not exactly rare in most Elos. Xin really just supplies about everything you want and need, and immediately from the start of the game is a greater threat than almost every other support out there. So it's not that hes better from Support, but that he's better than Supports at their jobs due to the champion being balanced for something else.

You probably noticed that there is only one primary rune tree. This was, of course, completely intentional. I've tried Conqueror, Electrocute, Lethal Tempo, Press the Attack, Aftershock, and even Glacial Augment. The truth of the matter is, getting off a faster Q - Three Talon Strike is just more important for securing early leads. As for Sudden Impact vs Cheap Shot, it's pretty much the same philosophy as taking Cheap Shot on Pyke. Just makes an already strong early game stronger. Secondary rune tree choice may look more flexible and situational and, to some extent, it is. In truth though, you can run the Domination/Precision page in literally every single game, assuming you have the mental presence to choose beween Alacrity and Tenacity when you need to. It's rather that some matchups allow you to opt for a different tree if you want to. Second Wind and Unflinching can be good if you aren't confident you can play around Morgana's cooldowns and dodge her binds, for example. But that doesn't mean it's truly better than Triumph and Tenacity. Biscuits and Cosmic Insight works fine against champions like Shaco or Pantheon that can slap you around a little bit in the early lane, but obviously falls off harder than the other rune choices so it really forces you to create a lead absolutely anywhere to secure the mid game. It's just these kinds of active applications of critical thinking that will make your gameplay develop and allow you to find a role you can excel with. Who knows, maybe that role is Xin Zhao Support.

I'm sure you're wondering, "Why can't I build normally in Support? Other people have already found what is most effective on Xin and you're telling me that some piss-random knows better?"
And the anser is yes. I do know better. Why? Because I've played Xin Support and done the testing. It functions quite a lot differently from xin broadly speaking, so you can't think of this pick as just playing Xin Zhao. You are playing Support, and using the kit of Xin Zhao to create a specific effect. What is most effective on the champion, generally speaking, is really just not that useful when you are trying to be a hardcore peeler eating Vel'Koz Qs and blocking the Naafiri trying to dive your ADC. You need to have a different mindset with this pick than you do for playing Xin Zhao in lane or as a Jungler.

So, with that aside, let's talk about build order and what can be bought when. Black Cleaver is going to be your first item most games. As the notes box said, it gives you literally everything you need in a 1-item power spike. In games where you are building Umbral Glaive, Black Cleaver might be delayed as far as your third item, but you will still need it. If extremely pressed you can skip it completely and just buy cheaper utility items, but you will be incredibly weak if you do this, so it is absolutely not recommended.
The four mythics you can purchase and still be effective are Stride Breaker, Radiant Virtue, Goredrinker, and Divine Sunderer. I'm sure you notice that there is a distinct lack of Support mythics here, and the reason for that is that they're just too weak now to really be a consideration. Radiant fills that role far better as it currently stands. Radiant virtue also happens to be my preferred mythic, due to the huge peel value it has. Games that I put stronger consideration on Stride Breaker are ones where I think some enemy is going to be difficult to keep in the fight, so I use Stride Breaker as a way of prolonging combat. Examples are Akshan, Caitlyn, Ashe. In these kinds of games, it is actually fairly common for me to just buy Stride Breaker as my first item, and I usually go Sterak's Gage second then more somewhat offensive items. I know, it breaks the theory, but a takeaway you should have from all of this is how flexible Xin Zhao is and how many different roles you can flex yourself into. Playing as a traditional juggernaut like this still has a lot of value, it just depends on what is required of you in each match. Goredrinker is by far my least favourite of the four mythics just due to how it functions. It suffers the most from the economy issues of the Support position. While I can't in good conscience tell you to avoid the item due to how much value it really does have for Xin, at the very least I will say buy some ******** HP first. You will absolutely suffer if you don't. Divine Sunderer, despite being a situational choice, is something I prefer to build over Goredrinker. It is honestly quite a good option vs champions like Maokai, Ornn, and Sion. While it doesn't outright synergise with BoRK, they can dish out a lot of damage in combination, so it can be seen as both an anti-frontline mythic as well as the more duelist-oriented path. It still provides enough stats for you to be an effective peeler as well.
The dichotomy of tanky items vs hybrid damage/defense items can be a difficult one to overcome if you are in the mindset of a duelist. So let me make it simple. You can only buy four items. By losing out on that one slot, you are instantly forced to build less greedily and more for what your team needs from you. This makes tanky or more utility-oriented items more useful in most scenarios. However, things like Death's Dance do still have a place in your builds. They just shouldn't be what you rely on.

Xin Zhao does not scale. Period. There really just are no ifs, ands, ors, or buts in that. Once people start getting to their strongest points, Xin has usually already started to plateau. Because of this, you always need to be looking for where and how to create a lead in order to establish your teams win conditions. Ideally, this is through a material and objective lead that can then be translated into a positional advantage through sieging. In less words: roam or stomp lane, get your team kills and plates, use that lead to get dragons and heralds, and go as a group of 3-4 in mid or sides to start breaking into the enemy Nexus. This is the simplified version of the game plan you should have. The more subtle things, like when you can be more of a duelist, are things you should develop on your own rather than being told. That is how you practice your active use of critical thinking and 100% will help you climb higher. Something to keep in mind is that you want to get level 2 first pretty much every game, so communication with your lane partner is vital. If you can't get them on-board with your plan, then assume that the lane is not going to be winnable because your lane partner does not want to capitalise on the early power that you provide, so look for roaming opportunities. You still have to be smart about it, no random roams. And be communicative about it: tell your lane partner, Jungler, and other laners that you want to roam. This will establish a plan with your team as a whole, and if everyone is using active critical thinking like you are then you will have better team synergy and your chances of winning will drastically increase.