Shenhe build recommendations

Shenhe is a Support for Cryo characters, capable of providing damage buffs from her Elemental Skill and dealing damage while providing Cryo and Physical resistance shred from her Elemental Burst. Her Elemental Skill gives a few stacks of additional flat damage bonus to all nearby party members (5 stacks on Tap and 7 stacks on Hold). This additional flat damage bonus only works on Cryo attacks, so characters who don't use Cryo attacks don't benefit from Shenhe's Elemental Skill, do note that Cryo infusion from Anemo characters does act as a Cryo attack, so it benefits from Shenhe's Elemental Skill. Another thing to note is that the additional flat damage bonus Shenhe provides uses Shenhe's current ATK, so it doesn't snapshot.

Regarding Weapon Choices

Calamity Queller
The passive of this weapon works perfectly with Shenhe's Elemental Skill because it's dynamic. This weapon also has high Base ATK which makes ATK% substats really effective.

Engulfing Lightning
This weapon provides Energy Recharge and converts Energy Recharge to ATK, which benefits Shenhe a lot.

Vortex Vanquisher
This weapon's passive can't be stacked off-field, but it's still an ATK stat stick which provides Shenhe with a lot of ATK.

Favonius Lance
With this weapon, it is better to have some Crit Rate on Shenhe for the weapon passive to proc. (Do note that Cryo Resonance provides 15% Crit Rate on Cryo-imbued enemies, so the need for Crit Rate on Shenhe is lowered)

Regarding Main Stats Priority

If you're equipping an ATK% weapon, try to aim for an Energy Recharge sands and vice versa.