You should be able to teleport to any of your shrines on the Near Shore from your shrine here. That's how it works for everyone else.

[Granted, Shun's shrine in Egypt was kind of in the middle of nowhere, but others might have an easier time of it than having to immediately teleport again to the nearest major city or walk hours through the desert.]

The shrines are your main point of travel between the Far and Near Shore, so with your god you'd mainly be able to explore Japan and Greece.