(Note: [ʃ] is the first sound in English "ship".)
I've seen the sound [ʃ] represented in a few different ways in Greek writing: σ in Hebrew names in the LXX, σχ in modern Tsakonian, ψ in Sappho's name.
But I don't think I've ever seen [ʃ] transcribed into Latin. My guess is that it would be written s, but I don't know where I would find examples.
Do we know of any Latin transcriptions (Old, Classical, or Late, but not Medieval or later) of words containing [ʃ]? Direct transcriptions of naturalized Greek words like Iēsūs don't count.