A guide on how to find and complete 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 (if it's raining, stand under the other archway (not the one with the hanging stones) and shoot a bomb arrow at the hanging stones from there. When you have bombed all of the rocks, there will be three flows of air into the large archway in the middle of the lagoon, and there will be a cutscene showing the three flows of air, as well as the shrine pedestal. After you have seen that cutscene, try to get on top of the large archway in the middle of the lagoon, then use the paraglider to float in the wind that is pointing at the shrine pedestal, 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 can't put away your Paraglider before you land on the pedestal.
About the Shrine
The chest in the shrine contains a Great Flameblade.