When Kayn is in terrain near you, you will get a visual warning on the edge of the terrain he's in.
Damage Kayn while he's in Shadow Step to shorten its duration, or apply hard crowd control (stun, charm, knockup, etc.) to end Shadow Step immediately.
Reaping Slash's dash speed scales with Kayn's movement speed, allowing it work well in conjunction with Shadow Step. The delay duration of the slash is static however.
Only attacking will immediately end Shadow Step. Using abilities such as Reaping Slash and Blade's Reach will not end the effect, allowing for hastier entrances and poke while in terrain.
Umbral Trespass' damage does not ramp up based on the time spent in the target's body. For a swift application of the ability's effects when the untargetability is unnecessary, it is best to reactivate Umbral Trespass immediately.
Thunderlord's Decree is the go-to when going for the Shadow Assassin form, as it is on any assassin, since the extra damage is needed to ensure that he can burst down squishies. However, Stormraider's Surge is a viable alternative that, while reducing his damage potential, makes him less prone to kiting. It is an especially good choice against champions that rely on slows to kite Kayn, examples include Ashe.
When going for Rhaast, Fervor of Battle is the superior choice, since he will be more focused on dealing sustained damage.
Death's Dance adds an additional form of sustain from all physical damage for both forms, in addition to some resilience to burst damage. The high amounts of AD also scales his healing when using Shadow Step.
Both of The Black Cleaver's passives aid Kayn in skirmishes. Since Reaping Slash deals two instances of physical damage, a well-aimed proc applies the Cleave passive twice, shredding 8% of an enemy champion's armor instead of 4%. Additionally, the passive movement speed buff is welcoming to Kayn's mobile assassin kit, in particular when used with Shadow Step.
Because Rhaast is reliant on healing to last during teamfights and to duel enemies, it is recommended to buy Grievous Wounds items to have a better chance of fighting him. Keep in mind, however, that Bramble Vest and by extension, Thornmail, are less effective against Rhaast than other healing reliant champions. This is because he heals with his abilities instead of his basic attacks.