As with Dragonflight, Blizzard has opted for simple set bonuses that don't impact talent or gameplay choices a huge amount in order to let the new Hero Talents stand on their own. Despite this, Shadow's bonuses are a little bit more interesting than the average "X Does more damage" fare we've seen elsewhere and at the start of Dragonflight.
2 Piece Bonus
Priest Shadow 11.0 Class Set 2pc increasing the duration of
Devouring Plague is a fun way of increasing the damage and the uptime at once, Shadow Priest typically struggles early on in the expansion keeping
Devouring Plague active on its primary target without the high levels of haste and resource generation afforded by higher item level gear.
4 Piece Bonus
The 4 piece bonus
Priest Shadow 11.0 Class Set 4pc provides an overlapping damage buff every time you cast
Devouring Plague. There's possibly a small amount of optimisation to be done surrounding overlapping multiple
Devouring Plagues during cooldowns to get value from the increased number of damage buffs, but as this is the first tier of the expansion and our Stats are still quite low this might not end up being worth the loss of uptime from not spacing them out.
Thoughts
There are some small considerations and interactions with these bonuses. Namely that both
Priest Shadow 11.0 Class Set 2pc and
Priest Shadow 11.0 Class Set 4pc incentivise
Mind's Eye for more frequent casts of
Devouring Plague, as well as being able to make more use of the increased uptime provided by
Priest Shadow 11.0 Class Set 2pc. Despite this it's unclear still whether this talent will be taken over the aternative
Distorted Reality, as this talent is extremely potent early on in an expansion and with lower levels of gear. As far as Hero Talents go, these bonuses do a good job of not interfering with the gameplay or mechanics of either one.
It's too early to talk about exact set bonus tuning, and without any idea of a target from Blizzard for where they want to aim it's hard to say if this is a good or bad bonus. My first impression is that it's honestly quite weak compared to what we were seeing even in the first tier of Dragonflight, though that might turn out to be the goal for all of them.