One of the meanings of the word Shen is "God"
If you listened to his conversations, it becomes pretty clear that Shen seems to be a God in disguise.
And what God?
I say he's Anu - or at least his soul.
Aside from just guessing, I think it could be a possibility because Anu reportedly was a being made out of crystals/gems.
Shen is a jeweler and searching for a gem where an evil is trapped that kills everyone who touches it.
Only Shen can touch it, because "everything was already taken from him" - I take it he means his shattered body.
What do you guys think?