Shu yun is a beast in a voltron build.
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You never said it was budget
You can't have a modern red aggro deck without vexing devil.
I would replace negate if you were against a burn or monsters deck. Otherwise I would at least sideboard it.
I would also run a few Deflecting Palms to redirect your opponents finishers.
Instead of 2 you should run 4 nykthos, and maybe more drawpower based on devotion like sengromancy.