Of your three sentences, only the second has any meaning as written in natural English usage.
He has a very good shape.
This would be taken to mean that his body is well-proportioned. However, it would very seldom be expressed in this way. There is an idiom in English which you may be attempting to express:
He is in very good shape.
Without any other context, this is taken to mean "He is in very good physical condition." If context is provided, it could also mean that he is in very good financial, mental, or emotional condition.
Your first sentence is grammatically incorrect. It omits the article:
He is a very good shape.
With the article, the sentence is grammatically correct, but it would elicit puzzlement from a native English-speaking reader or listener.
Your third sentence could be analyzed as grammatically correct, but an English speaker would never use "good shaped" here. Instead, the adverbial form of ""good" would modify the participle of the verb "to shape:"
He is a very well-shaped young man.
This would be taken to mean that his body is well-proportioned, as with your second sentence.