Looks like you've got a plan that differs a bit from mine, but I have a few overall thoughts that could help:

1. Stax: You have some pieces Grand Abolisher & Imposing Sovereign, but I don't think this strategy fits with Shu, who, in my experience needs to hit hard and quick before the table is ready for it. My deck tends to fall behind in the middle-late game.

2. To that end I'd consider more creatures with built-in evasion or haste (Stormchaser Mage fits both categories cheaply) that can pop out and do immediate damage before being dealt with. Shu's ability + stormchaser + bruteforce hits for 10 for example.

3. I would prioritize attacking over blocking, I'd want to save my cheap instant when on offense, so they can trip Shu's ability. Cards like Righteousness wouldn't...unless you want to use Shu politically on your opponents turns, which is pretty unexpected and generally useful.

Also, I'd prefer Niblis of Frost over Niblis of the Breath

Thanks for the input Lo_Pan!

I definitely agree with you on one of the stax cards. I have not been happy with Imposing Sovereign when I have played her. My thought with Grand Abolisher is that he will allow me to pump Shu with impunity, but I haven't really been able to test this theory yet.

I have been thinking about the Stormchaser Mage for a while, I'll definitely look into that!

As for the Niblis question, I just don't have Frost yet.

My other question would be how do you feel about my use of enchantments with Shu? I'm still trying to figure out how I feel about them

So long as it's a non-creature spell, I'd say follow your zen. I'd be more concerned about your mana investment. All of my unblockable/combat tricks are at 1 cmc (or 2 with rebound). The way I see it, I want to assure that I can get the buff and shu's ability together, so each buff has to add w/r, w/r to its cost for each use.

Nice brew so far! First thing I'd do is replace Jump and Enshrouding Mist with more powerful cards with similar effects. Maybe Leap and Flickering Ward?What issues are you having with this deck?

Hey DaringApprentice, I'm glad you liked my suggestion! My mana base is not reliable, and I'm struggling to draw what I need. I'm planning to purchase some cards today actually and am trying to figure out what to prioritize. I'm thinking I'll use Thassa, God of the Sea to help with scry power, and she'll give Shu another unblockable outlet. Also Bident of Thassa for more draw. I'm looking at Iroas, God of Victory and Godsend to protect Shu more, allow him to swing with impunity. But my main concern/issue is card draw

For card draw, Rhystic Study is an EDH classic. In my budget Shu Yun deck, I'm using Mystic Remora, Desolate Lighthouse, Key to the City, and Jori En, Ruin Diver, and for other types of card advantage, I'm using Mind's Desire, Past in Flames, Charmbreaker Devils, Narset, Enlightened Master, Elite Arcanist, and Kaho, Minamo Historian.

For making your mana base more reliable, try replacing your basic lands with more lands that can produce or fetch a land that can produce any of the three colors in the deck. My suggestion would be to include Command Tower and some of the following: Mystic Monastery, Terramorphic Expanse, Ash Barrens, Vivid Creek, Vivid Crag, Vivid Meadow, Myriad Landscape, Grand Coliseum, Exotic Orchard, City of Brass, Forbidden Orchard, Meteor Crater, Thran Quarry.