I am by no means a master Shen player, but he is my favourite champion. (i got him to lvl 6 in two games as soon as 6 and 7 came out.) And i do see an alternative build.
Sun Fire on support Shen should not be happening, due to the fact that you wont be split pushing, instead maybe try out Randuins, (Helps when the adc is building Crit) or maybe dead mans; the later being severely situational.
IMO the build doesn't need the warmonger, you can always replace It with something that gives health and armour, i suggest replacing it locket, and maybe the boots to Armour or Mr boots when needed.
Regarding Cleaver, NEVER get it on Shen, it may be tempting due to its stats, but you will never be able to use its shreding passive. If you are looking for a bit of Damage, Speed, and Cdr then i suggest something like Tri-force. Its Generally always been a pretty good item on shen. That in mind Please dont take into support unless you believe you can carry with it. You're better off getting a support item.
Also in regards to build order i suggest something like this.
->
->
->
->
->
OR 
Also try
As it pushes lane and generates gold for you, while getting you quite Tanky.
Mostly as a first item top or a third item bot.
Do remember that No build is static NEEDS to be jumbled around 90% of the time.
Good luck.