He is in such good shape.
In American English, I would not expect to hear He's in such a good shape.
In shape is a fixed expression. Together the two words act as an adjective meaning something like "healthy." To qualify the adjective, one modifies "shape" with "good," "very," "bad" or the like.
The subject of the sentence is not literally inside of a shape & shape does not take an article. Meaning is not preserved if you try to reconfigure the sentence to lose the in. (e.g. "I am impressed by the shape you are in" does not mean the same thing as "I am impressed by your shape." The first sentence is about your health. The second is about your dimensions and contours.)
Contrast with "mood." "In mood" is not a fixed expression, and we do put an article in front of mood. He is in such a bad mood