I just want to know if you would have an unstoppable killing machine cause I know that Pokémon keep their health when they transform (mainly from watching battles with a hacked blissy with imitate)
No. While Mew using Transform on Shedinja would indeed give it Wonder Guard, it would simply take a longer time to faint. It would still be weak to the omnipresent Knock Off, Sucker Punch, Shadow Ball, and Fire Blast. Mew would certainly be annoying to take down, but not unstoppable by any means.