I like the idea, but there's a few things to note. First off, Shedinja's Sp.Atk is terrible, making Bug Buzz a weak option. Physically Shedinja is much stronger, so you should be relying on physical moves such as your already-present Shadow Claw, and moves like X-Scissor and Shadow Sneak. Shedinja's also too slow to reliably pull off Destiny Bond (Base 40 Speed is lower than almost every likely lead in the game) but Shedinja does have other options.
Try something like this:
Shedinja @ Focus Sash/Safety Goggles
Adamant
252 Attack/No other stat matters
Wonder Guard
- Shadow Sneak
- X-Scissor
- Will-O-Wisp/Toxic
- Protect
The item choice is up to you. Focus Sash is the more reliable pick as it allows you to survive a single super-effective attack, while Safety Goggles provides some line of defense against Tyranitar, who leads often and will instakill you with his sandstorm otherwise. Will-O-Wisp allows Shedinja to cripple a physical attacker lead right off the bat, while X-Scissor hits pretty hard and Shadow Sneak can land a quick, finishing blow against an enemy on low HP. Protect allows you to scout your opponent's moveset for attacks that can KO you, although do note that this move is all but mandatory on Shedinja and a smart opponent can predict your use of it and react accordingly if you're not careful. Also consider moves such as Toxic or Confuse Ray for further residual damage and disruption.
Shedinja doesn't really have many tools to function as a lead, but since leading off with him allows him to avoid entry hazards on his first turn, he can usually do something at least and survive long enough to return to the fray later - assuming you have Rapid Spin or Defog.
