Count to freeze before you cash E: if your feet can start the play, walk in, let W and allied hits build the stack pattern, then use Q on the flash/dash and E when it locks W2 or the last real exit.
Path toward lanes with melee follow-up and short-distance fights, because Sejuani feels like a different champion when a nearby ally can keep someone in the room instead of turning the gank into a long chase.
A bad opener usually is not fatal on Sejuani—recent data shows she is less gold-sensitive and less lane-kill-dependent than many peer junglers, so skip the panic hero gank and wait for the next grouped fight where somebody has to walk into your chain.
If your team has no good melee follow-up, stop forcing Sejuani to look like the version from melee-heavy comps. Path for shorter fights instead of longer chases: mid hovers, counterganks, river scraps, and plays around support movement are better than sprinting into a side lane and hoping ranged damage keeps up. Use R earlier to create the first stop yourself, then keep Q for the second movement once they flash or sidestep. In teamfights, be more willing to freeze the diver or frontliner who has already crossed into your team, because that target gives your ranged carries the cleanest time to actually finish the chain.
After being out of combat, Sejuani gains Frost Armor which grants Armor and Magic Resist and immunity to slows. Frost Armor persists for a short time after Sejuani takes damage. Sejuani can damage a stunned enemy to shatter it, dealing massive magic damage.
Sejuani charges forward, knocking enemies into the air. The charge stops after hitting an enemy champion.
Sejuani swings her mace twice, dealing damage, slowing enemies and applying Frost stacks.
Sejuani freezes and stuns an enemy champion that has maximum Frost stacks.
Sejuani throws her bola that freezes and stuns the first champion hit and creates an ice storm that slows other enemies.