If there are server issues during your game that Riot would consider serious enough to affect your gameplay, then any loss will be forgiven due to circumstances outside of your control (source). This means that your elo and win/loss stats are unaffected by that loss. However, if you win your elo will only increase by half of what it normally would. IP and XP are gained as usual.
I don't believe they forgive losses for teammates leaving the game though (JesterCapp discusses that here).
Shen can be very usefull to help defending/countering against ganks. The way you described it, seems like a good way to use your ult. Stealing xp has nothing to do with it because if your team scores kills, you get an assist and the gold with it.
The ult should be used as soon as possible, not as saving someone at the last moment (unless you are late and that is when you see it, you might save someones life). If your target gets killed before you finish channeling, you will not get teleported and the usefull part of your ult is actually the teleporting.
In teamfights, you can use your ult on the guy getting focussed or the one in front. Shield the one who will get the most damage. The same goes for laning phase, if you teleport to the one in front, you can taunt the moment you teleport in and divert the focus to you, giving your team some free shots at the taunted people.
Your ult is very usefull for split-pushing as well. If your team is with 4 and you are at an other lane, and the fight starts 4v5, you can ult yourself in the fight. In the meanwhile, before the fight starts, you can push that other lane.
Your ult can be used defensive as well. If you get ganked, you can teleport yourself out of there, since your ult will give yourself a shield as well while channeling. Be carefull to not get interrupted there though, because the animation might continue while your spell is actually stopped. In that case, you should try and make a run of it instead of waiting for nothing to happen.
Best Answer
There's really nothing you can do except for winning to improve your MMR. Also keep in mind that these 3rd party websites are sometimes inaccurate (although the fact that you gain +9LP shows that your MMR is indeed too low).
If you continue playing with a healthy winrate (50% or more) your MMR will go back to normal.
+9 LP usually means that you are about 100 MMR too low which normalizes after about 50 games with a high winrate.
As soon as you get +18 for a win your MMR is "normal". Everything below is a lower MMR and everything above is a higher MMR.