Because there is only one kind of 's' in Finnish, Finnish speakers can afford to be a bit 'lazy' with how they pronounce them. It will always sound like an 's' to a Finnish person even if someone with more than one type of 's' in their native language can detect a difference. "S" and "sh" never produce a meaning difference in a word that is original to Finnish or a very old loan. There are some newer loan words with 'sh' but you will find that they are sometimes pronounced very similarly to the native Finnish 's', too.
You are underestimating the complexity of the Finnish ŋ sound (it's the same sound as ng in the English word "sing"). For example, "kenkä" (a shoe) is really pronounced as "keŋkä", "kengän" (genitive of "kenkä") is pronounced as "keŋŋän", "englanti" (English) is pronounced as "eŋlanti" and "magneetti" (a magnet) is pronounced as "maŋneetti".
Another exception to the one pronounciation per spelling rule is that sometimes single consonants are pronounced as double consonants. "Tervetuloa" (welcome) is pronounced as "tervettuloa", "hernekeitto" (pea soup) as "hernekkeitto" and "jauheliha" (ground meat) as "jauhelliha".