This page explains how to find the Shai Yota shrine.
How to Find the Shrine
Go south from Rucco Maag Shrine, then east through a tunnel, and continue going east to reach Horon Lagoon. Talk to Kass there to start a shrine quest and get a clue for finding the shrine.
Bomb all the cracked stones in the lagoon area, including some that are hanging from the ceiling of the large stone archway in the middle. When you have bombed all of the rocks, the air will flow over the shrine pedestal. Use the paraglider to float in this wind and land on the shrine pedestal. It won't work unless you float in the gust of wind that is coming from the large archway in the middle of the lagoon, and you have to land on the shrine pedestal while floating in that wind.
About the Shrine
The chest in the shrine contains a Great Flameblade.