You are building tanks wrong...

Why is everyone trying to cap armor and MR on tanks? Those can be countered quite easily. And then they complain tanks are too weak and need a buff.

But playing Sej, heavy Shyvana, Naut and Leona quite a bit. I never have these problems, but my builds don't build things like thornmail or abyssal. I end up with about 4500+ HP

Armor counters physical damage, MR counters magic damage. But neither counters the other, neither counters true damage and both can be penetrated quite easily.

HP counters everything. It is even listed as the counter for %HP damage. Because if I have 2000HP and you do 10%, that leaves me with 1800. If I have 3000HP and you do 10%, I still have 2700. If I have 4000HP and you do 10%, I still have 3600. And all the attacks don't do 10% max HP damage. Even if the enemy team has a bloodrazer, Kog'Maw and BotrK on their team. Most of the damage done to you by most sources will still just be flat, normal damage.

I suggest trying builds with about 4000-5000 final HP and about 150-250 Armor and MR. Make sure you get both. It is much more effective than a 350 Armor and MR build with only 2900HP in most scenarios.

And don't stack just one defensive stat. Even if their Draven and Rengar are fed, Leona/Sunlight, LeBlanc and Amumu still do magic damage. Stacking 500 armor with only 100 MR and 2500HP will get you nowhere. And honestly it won't even counter their AD characters. Hybrid defense with TONS of HP. Plus you can then get the most out of items like Warmogs, Cinderhulk and Titanic Hydra.