Who was the Shawnee chief who built a confederacy among Native American nations?

The Shawnee chief who built a confederacy among Native American nations was Tecumseh.

Here are the steps to answer this question:

1. Identify the key terms in the question: "Shawnee chief", "confederacy", "Native American nations".

2. Use these key terms to conduct a search in reliable sources. In this case, historical records, encyclopedias, or history books would be appropriate sources.

3. From the search, you would find that Tecumseh was a Shawnee chief who attempted to build a confederacy among Native American nations in the early 19th century.

4. Tecumseh's confederacy was a military and political alliance of Native American nations that was intended to halt the expansion of the United States into Native American lands.

5. Tecumseh's efforts, however, were ultimately unsuccessful. He was killed in the Battle of the Thames in 1813, and his confederacy fell apart soon after.

So, the answer to the question "Who was the Shawnee chief who built a confederacy among Native American nations?" is Tecumseh.