Ymir (Gigantic Ice Cold Unbreakable Hammer)

I agree that I would make more sense to split up the builds! :)

To add up to your points:
- Walls are very good for escape (saved my life and team mates many times), but throwing it at your feet only works with tier-3 boots (and no slows as you mentionned).
NB : I know that you know that Moonsyne, but that's for the other readers! :D

- Mystical Mail is great, but not against hunters (25 units < 55 units of the ranged AA), that's why I'm not usually buying it with Ymir when playing support. Except once, because Kali was playing ADC with another Ymir as a support.

- Shield of the Underworld is helpful, especially when throwing your ultimate (and punishing hunters as you said) but that's a really aggressive active choice. I'm not sure you should go for it if your going as a support (as Blink is kinda mandatory there is only 1 slot left), except if your ADC sucks at dealing damages.

Also, Travelers Shoes are a decent option for shoes if you want more mobility (and not buying the Teleport)

Junglemir is fun to play as Cx great ability to set up kills and take your own. Also very fine points Vithaliy.

I think a lot of the points to be brought up would be helped made clear if you made two separate builds. You could easily have tab two be the generic support build, and get all of the defensive items out of the way to make your unique damage build a lot more clear. Adding additional sections would also help, such as "Alternate Boots", "Alternate Stacking", "Alternate Physical/Magical Protections", etc.

Mystical Mail is a fine item, but I don't think it's for Ymir personally. Either way the author wants to build him for tanking or damage, there are other items to build sooner. Unless you rush MM, the damage from the aura won't be nearly as impressive, and you'd be better of getting Sovereignty or Hide of the Nemean Lion for cheaper.

Although Shield of the Underworld is an interesting choice for a damage Ymir to punish hunters since you still have a larger health pool which you've accentuated upon, I won't build Greater Meditation. Beyond the general stigma the item has gotten, you shouldn't be spamming your abilities anyway. Both mana problems and some escaped kills are solved just be conserving your abilities for maximum effect. Only Frost Breath someone in lane if you know you can either deny them minion gold/xp, or if you can heavily punish them while stunned.

On top of Vithaliy's Blink advice, walls are seriously your best way to escape when you're such a slow god. Just aim it at your feet so it spawns behind you and RUN (doesn't work while slowed though).

I don't really understand which role your playing with this build, but some comments :
- Ymir has incredible damages with good scaling, reason why he can be played as an aggressive support or possibly jungler (I tried once, it's fun but risky).
- Blink should help engaging, not escaping, in most cases (combo Blink+ Frost Breath
- You don't have to put points in your ultimate that soon ; he's really hard to land outside of team fights and objective kills... which you don't need until mid-late game.
- Sovereignty and Heartward Amulet are core for support builds
- Mystical Mail works fine... but mostly against melee gods.
- Warlock's Sash is great... but you probably won't be able to fit it in your build if you really want to play your support role, same for Rod of Tahuti
- Shoes of Focus are better than Shoes of the Magi due to the CDR
- Penetration items are not really helpful for Ymir, except if you want to play as a jungler.