Sore shins are usually indictitive of shin splintsTriathlon and associated training is more likely a red herringStretch all your calf muscles properly and get a good sports massage, rest is one of the cures for shin splints, more brick sessions probably aren't
The bike to run transition (T2) is a wierd one for most people and you may find that you're running technique is changing due to fatuigue.
You may find it help ful to do more practise of the bike to run transition - every time you go for a bike ride, end it with a short run, even 200m down the road and back will really help you get used to the transition phase..
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