so for Nunu support how does this sound for my items by the end game
I'd look into trying out going right into Emblem of Valor into Locket of the Iron Solari + Aegis of the Legion (-> Runic Bulwark, eventually). See how you like that instead of the Shurelya's + Kage's build. Basically, becoming more of a tanking force rather than a speed up/slow down one. Your Blood Boil + Snowball should cover most the chasing potential and Nunu ult can get the AoE slow applied better than Kage's so getting the extra bulk means you're that much harder to bring down if they try to focus you and you provide extra defensive stats to your team.
Plus, you can get used to hitting Locket during teamfights as opposed to Shurelya's on engage / on disengage.
The problem with locket for me is that I usually forget to use it, but with Shurela, Kiunch will yell at you so you will use it.
I've gotten into the habit of just asking after every team fight if Locket was used. I try to watch my debuffs for Eclipse (since I'm eyeballing Kayle's E) but sometimes I just forget. Or I was out of range.
Yeah I always wonder about Aegis as im still new to the game and dont know exactly how good 10 armour aura 15 magic resist aura actually does. It doesn't sound like much but maybe it is???
Aegis is roughly a 12% boost to your EHP from the Aura. Per person.
Edit: Effective Hit Points, if you're not familiar with the term. Essentially, it's how much health you have after factoring mitigation.
As for locket, its stats are nice but the shield sounds pretty weak to me.... however as it can hit multiple people I guess its pretty cool.
To put it in perspective, a teamwide use of Locket at Level 18 is worth over 3000 Gold of HP. Locket scales well with High Resistances (but not so much high health) and does really well with low health (e.g., ADCs); Aegis benefits high Health primarily.
Incidentally, that's also why I generally suggest Locket then Aegis. Low Health targets getting Locket Shield is better than the Aegis aura.