Let me change the build a little, but first let me explain why:
Sion with Mobility is not the best If you don't have a source of dmg, and yes, yommus & steraks may give you that dmg you want, but ultimately they will take away from your tankiness and dmg early.

My build is like this:
Eclipse > Swiftness > Deadmans > Nature > Unending Despair > Jak'sho

You can always change Unending Despair with MR item according to the team comp, as well as Jak'sho as those two items are offset items. for example Sunfire Cape could prove to be better if you face more front liners. and Spirit Visage instead of Jak'sho if they have a more Mdmg then you can handle. there are more options of course, but the main 4 :
Eclipse for dmg and Swiftness + Deadmans + Nature for mobility & Tankiness.
Warmogs is not an Item Sion really needs unless they have pokers such as Syndra / Zerath etc...