Look at the line-up of both your team and the enemy's team when picking your form.
Remember that nearby enemies can see which wall you're in.
Umbral Trespass requires Kayn to damage a target first. Try to dodge Blade's Reach to deny him a long range cast of Umbral Trespass.
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.