I remember reading that if you run backwards it sorts it out. (Not a joke). Because essentially shin splints are the muscle pulling away from the bone a certain way. So if you also include some movements in the opposite direction, that pulls the muscle back and addresses the issue. Apparently it’s common practice in the armed forces.
If you don’t want to look like a twat running backwards outside then I’d suggest walking backwards on a treadmill (look up “reverse deadmill”, I’d imagine this is exactly the movement you’re looking for).
I’ve never had shin splints so I can’t say whether this works one way or the other, however, I do run a lot and have included reverse deadmill in my training plan for a number of years, so perhaps it’s helps prevent it.
Anyway, hopefully this helps.