I think information about Shen's strange connection to the tale he tells in Act V (and subsequent sub-quest) must be added. It is, in fact, an answer to the qustion who he really is: not a god, but a legendary thief, possibly reborn.
Just played the quest with Shen and Vekriss again and noticed Shen doesn't "change his voice" as mentioned in the Wiki. Didn't want to make an edit, though, until I was sure that wasn't a reference to a book, etc. 126.96.36.199 20:31, February 27, 2016 (UTC)