I think one of the best current builds that you can carry on if you're going to play Io with Goddess.
Constant solid heals and DR while you stay close with Luna to regain more moonlight (even more if you're not using it).
About her shop items, I always prefer nimble 3 at the start, as you can get it at max really quick while also buying defense items like haven and blast shields afterwards (depending of which type of damage you're struggling more).
Resilence and illuminate are also great defensive items to go for, but as we'll see later, only situational based on the enemy team's composition.
Other items like wrecker and bulldozer are highly recommended for Io too as she has fast fire rate so she can deletes shields and deployables.
But obviously, they're still situational items to go for if you don't need them.
Kill to heal is also a great option to buy as it can offer you extra auto sustain when fighting against most damages and flanks.
The secondary build that I don't use often is the DR + Speed.
Not much to say about this one, as you can also give movement speed while healing and giving DR, but you have to be more careful as Io can struggle more to heal with moonlight and survive with this build, so I recommend you to change some cards as you like to feel more comfortable.
That also goes the same for shop items with that build.

Moonwalk
Armor
Increase your maximum Moonlight capacity by 40%.
Level 5

Sanctum of Faith
Moonlight
Regenerate 5% Moonlight every 1s while not using Moonlight.
Level 5

Protectors
Guardian Spirit
Regenerate 2% Moonlight every 1s while within 30 units of Luna and not using Moonlight.
Level 1

Restored Faith
Moonlight
Heal for 20 every time you Heal an ally with Moonlight.
Level 2

Celestial Body
Armor
Increase your maximum Health by 100.
Level 2

Nimble
Armor
Gain 21% Movement Speed.
Level 3

Haven
Armor
Reduce the Damage you take from Direct and Area of Effect attacks by 18%.
Level 3

Guardian
Armor
Increase the effectiveness of Shields you create by 30%. This does not affect most cards and passives.
Level 3

Resilience
Armor
Reduce the duration and effectiveness of Crowd Control and Slows by 75%.
Level 3

Wrecker
Weapon
Your weapon attacks deal 90% increased Damage to Shields.
Level 3

Bulldozer
Weapon
Your weapon shots deal 75% increased damage to Deployables, Pets, and Illusions.
Level 3

Kill to Heal
Armor
Getting a kill or elimination heals you for 600 Health, unaffected by Anti-Healing.
Level 3

Goddess' Blessing
Moonlight
Allies being Healed by Moonlight take 15% reduced damage.
Level 1

Swift Arrows
Moonlight
Increase allies' Movement Speed by 30% while they are being Healed by Moonlight.
Level 5

Moonwalk
Armor
Increase your maximum Moonlight capacity by 32%.
Level 4

Sanctum of Faith
Moonlight
Regenerate 2% Moonlight every 1s while not using Moonlight.
Level 2

Protectors
Guardian Spirit
Regenerate 4% Moonlight every 1s while within 30 units of Luna and not using Moonlight.
Level 2

Celestial Body
Armor
Increase your maximum Health by 100.
Level 2

Goddess' Blessing
Moonlight
Allies being Healed by Moonlight take 15% reduced damage.