To counter Khan shield without buying wrecker, go to the highest platform and shoot above him. He will resort retreat. There is very rare chance if you manage to shoot his feet just like Vivian. Only snipers can do it but very rare.
Your shadow travel can make you immune to everything. Use it to cancel ultimates and abilities, or use it in sticky situations. (I recommend using veil since it can make you go into shadow travel faster.)
Try to burst Zhin. When he uses Counter, run to a safe distance, then open fire like hell. Additionally, his attacks are very inconsistent, so if you are a character with a burst type weapon, you will usually win.