since there are spoiler tags anyway...
-when Shuyin and Lenne perishs, Lenne accepts her death and is now part of the Songstress Dress Sphere. Shuyin on the other hand becomes an unsend (perhaps he didn't hear Lenne's last word afterall, which is actually happy ones even though they are to be shot very soon), wanting to use Vegnagun to destroy the world.
-when the dream Zanarkand is being summoned by Yu Yevon, all the "first victims" of sin are "sent" to dream Zanarkand world. This is assuming that sin is the gateway between the real world and dream Zanarkand though. We see that through sin's influence, Tidus is thrown into the real world in FFX, so why can't the people including Shuyin being sent from the real world into dream Zanarkand years ago? This explains why Shuyin cannot proceed with his plans all these years until now when Yu Yevon and dream Zanarkand are destroyed
-Tidus is a creation of fayths as a memory of Shuyin who is currently trapped somewhere within dream Zanarkand. Shuyin will not simply allow himself to be trapped within a dream world for an eternity. Perhaps Shuyin's feeling for vengeance is so strong that it moved the fayths (or influence them, etc...) to creat a "clone' of him so Shuyin won't just simply be forgotton. That clone is Tidus...
"Tidus become real"- possible theory:
-at the end we see Tidus becomes a real person... the message is that "a strong will/home makes everything possible". We see Yuna's strong determination to find Tidus, believing that he's somewhere in the world. This strong determination from Yuna contributes to Tidus's "existence," and eventually made Tidus "real". That is the message from square, but how does the actual thing work out?
Dreams are beliefs from a collection of people. If these people do believe in the dream, the dream exists. If these people deny the dream, the dream is no more. Though Tidus is nothing but a dream and eventually fades away, these people continues to believe in him, making the dream "real again." That's the best valid explanation I can find that's somewhat logical (at least to me). There are tons of other theories out there as well regarding the confusing FF-X2.