As of summer 2019, Math Reviews was still based on a plain TeX production stream, so any purely LaTeX methods aren't going to work.
The amsfonts documentation (texdoc amsfndoc) contains instructions for accessing the cyrillic font.
Here are the details for loading the font:
\newfam\cyrfam
\font\tencyr=wncyr10 \font\sevencyr=wncyr7 \font\fivecyr=wncyr5
\def\cyr{\fam\cyrfam\tencyr\cyracc}
\textfont\cyrfam=\tencyr \scriptfont\cyrfam=\sevencyr \scriptscriptfont\cyrfam=\fivecyr
Then {\cyr Sh} works, or this definition provides \Sha:
\def\Sha{{\cyr Sh}}
It's not mode-specific, and can be used in either math or text, but for the sake of clarity in the source, it's best to specify math mode if it represents a math object.
\Shaas an example. (texdoc amsfndoc) (But if this fails, send a message to MR asking for instructions. They surely use this notation.) – barbara beeton Feb 01 '20 at 00:34\Sha, you can access that review and I believe look at how it's coded. I no longer have access, so am unable to check. – barbara beeton Feb 01 '20 at 00:41amsfndoc, just input\newfam\cyrfam \font\tencyr=wncyr10 \font\sevencyr=wncyr7 \font\fivecyr=wncyr5 \def\cyr{\fam\cyrfam\tencyr\cyracc} \textfont\cyrfam=\tencyr \scriptfont\cyrfam=\sevencyr \scriptscriptfont\cyrfam=\fivecyr.Then
– Shawn Feb 01 '20 at 16:11{\cyr Sh}works perfectly!