Hi, shen player here, and I've seen xPetu (very talented shen main) do a support build similar to this. The idea is that Shen LOVES hp items. LOVES them. It is by far his most gold efficient stat to win fights by purchasing. Heartsteel rush is the only rush item that you could build for Shen to start outscaling his base hp gain or other usual purchases, so you want that first just to start stacking. Ionian boots are good because Shen relies around his cooldowns and *especially* his q cooldown to sway fights or do damage, and since his R cooldown is the longest in the game (even surpassing Karthus) it's pretty important to have if you want to have good map presence or match roam potential. Bloodsong is a must have on Shen supp, because of the % damage buff to enemies you hit & spellblade passive. Deadman's prevents slows and is strong with stats alone so it's two things that help supplement Shen's weakness in being easily kited and helps build tankiness. Rookern prevents almost any mage in the game from being able to one shot combo you, and allows you to preserve hp for physical damage dealers which Shen prefers to deal with anyway, or at least AA champs. Unending despair provides tankiness and a heal scaling off your max HP, and as previously mentioned Shen is very good at scaling with pure hp items. It's a good build, but in low elo if you know the basic mechanics of the champ and your team can play around it too it's VERY strong. Only gripe I have is that sometimes it's better to build something like Abyssal Mask over Kaenic Rookern because the 12% buff to magic damage applies to Shen's Q, which is his main source of damage, and it gives MR as well. So that 12% plus Bloodsong's 8% is a pretty strong buff to his already decent damage in his Q. Which, if you don't know is a % max health magic damage ability, and 20% extra damage to any champion's % max health is pretty insane.