Hi. Support main here who specializes in tank supports. In general, on the melee tanks like Naut you're gonna want to start relic shield, then get sightstone, boots, and finish relic shield into Face of the Mountain before building tanky stuff. If you're adc is behind or getting bullied and you need more sustain, upgrade relic shield to it's 2nd tier (targon's brace) before buying sightstone.
As a support Naut you're gonna want a point in your shield level 1 so you can safely execute minions. Lv 2 is q and 3 is e, then you max shield first. This way when you go in you can be as big of a nuisance as possible, although maxing e first is situationally better for the bigger slow. If you get really ahead early, that can be good to help snowball your adc. As Naut your goal is literally to find the shot on the enemy adc (or support if it's a squishy/immobile one like Sona at early levels) with your q and just keep them held still. If the enemy you aren't locking down tries to get on your carry, try peeling them off with an auto and coordinating with your carry as to who to focus. Depending on the match-up, sometimes you just need to play defensively instead of fighting, in which cases you just sit back just in front of your carry, execute minions and wait for a gank or opportunity to arise. Should the enemy engage, just auto their engager (usually the tanky support), e both of them and auto the adc for the stun. Once you have ult, you'll want to use it on backline targets like the adc or mid laner so it knocks up the frontline too, allowing you to cc multiple enemies for awhile.
As a fellow support main, I suggest buying a few more. Ali is 450 IP and has mess loads of CC and tankiness. Braum is also pretty great, with a good deal of peel, a little engage, and a projectile-stopping wall. Other good ones are Thresh, Blitz, Leona and Taric technically counts but he isnt too strong right now. I'd suggest watching this video to pick one or two out to main early:
https://www.youtube.com/watch?v=VC3ibCD0Gx0
For a few tips:
https://www.youtube.com/watch?v=noQjTT0-BZg
For a little Naut gameplay and commentary:
https://www.youtube.com/watch?v=aH6hAr0_cT8
Hope this helps.