Holy shit, why is there always this one bullshit mechanic in every single one of these games. They make you play this long enough and then you have to face Shenhe. Like where in your right mind did you think her mechanics are balanced???
The trick is to either :
- have unit with a lot of movement/range and bait her to getclose enough (hydro rogue, geo/cryo samachurl pillard on ranged unit)
- Have you units spread so that you can threaten the whole map.
In both case, you need to have rather strong units to get her, and if you don't feel ready, you should be mindeful of the threat gauge.
She is the top units of the second (and current last) nation's threat counter. She is meant to be challenging.
I made 5 run, and usually, when I get to her, she destroy my 1st army, but get captured by the 2nd (I have no idea why, both are more or less the same strenght ^^)