"Worst of all, Shen's father had been slain by the man he once saw as kin." Riot's biography of the Eye of Twilight is built around that sentence, and around what Shen did not do after it. He did not seek vengeance. He picked up his father's spirit blade, took his title and started recruiting. In the world of Runeterra, where most champions are defined by the thing they want, Shen is defined by the thing he refuses to want.
Who they are
Shen was born to one of the most revered families of northern Navori, and his father, Great Master Kusho, was the Eye of Twilight of the Kinkou Order. He grew up inside its tenets, Pruning the Tree, Coursing the Sun and above all Watching the Stars, and every teacher called him exemplary. His closest friend was the acolyte Zed, the only one who could match him in practice bouts; they grew up as brothers and were the order's two most promising students.
Kusho took them both on the years-long hunt for the Golden Demon of Zhyun, which ended with the capture of Khada Jhin, a stagehand from a travelling theatre. Kusho ordered him imprisoned rather than executed. Shen thought the killer deserved worse, accepted his father's decision, and failed to console a Zed who did not. When Noxus invaded, Shen supported Kusho's inaction and stayed inside the temple; Zed left to fight. Provinces fell, and Shen was far from home keeping Ionia's spiritual balance when he felt the order lurch. He came back to survivors of a coup. Zed had raised acolytes of his own, taken the temple, and killed Kusho.
Shen led what was left into the mountains, became the Eye of Twilight, and rebuilt. His best student was Akali Jhomen Tethi, whose mother Mayym had been Kusho's Fist of Shadow; he trained her in stealth and subterfuge and kept telling her not to strike back. When Noxus withdrew, others celebrated and Shen kept working, privately wrestling with his hatred for Zed and his doubt in himself. Akali became the new Fist of Shadow, drifted, denounced his teaching and left. He watched the stars and let her go. The biography ends with the question he still asks between struggles in the spirit realm: how long can one man walk two worlds before one destroys the other.
Where they belong
Ionia, on Riot's faction pages; the biography runs from Navori to Zhyun to the mountains and never leaves the First Lands. No race is listed.
Four related champions appear in our data. Zed is the brother in all but blood who took the temple and killed Kusho. Akali is the student he raised to Fist of Shadow, who denounced him and left. Jhin is the Golden Demon the three of them caught, imprisoned on Kusho's order. Kennen is listed as related and does not appear in the biography.
In the Riot MMO, as a guess
This is speculation. Shen is a quest-giver, and the specific kind an Ionia zone needs most: a keeper of the balance between the spirit realm and the mortal one, with an order to rebuild, a temple to recover and a killer he will not hunt. The refusal is the design. A Kinkou questline led by him would be about restraint, not revenge, and the people who wanted revenge, Zed and Akali, are the ones who left. He would make a poor boss, since no faction in the text is his enemy but the Order of Shadow, and a wasteful name on a wall. The wider sorting is in will champions be playable, NPCs or bosses.
What we do not know
Whether the Kinkou ever recovers the temple, or whether Shen's rebuilt order stays in the mountains; the biography leaves it unfinished.
Whether the game's era finds him alive. The invasion and withdrawal are in his past and the text is present tense with no dates, so a period set well after the war, the question in when is the Riot MMO set, would find a different Eye of Twilight or this one, and Riot has not said.