This is a more correct transliteration of what you mean:
Ya Allahu يا الله,
Ya Rahmanu يا رَحْمَنُ or يا رَحْمَان,
Ya Rahim يا رَحِيمُ,
Ya Rahmatan يا رَحْمَةً lil-'Alamin لِلْعَالَمٍينَ,
Ya Shafi'a يا شَفِيعَ l-Mudhnibin المُذْنِبِينَ.
So the word Shafia can be found in the quran where it is translated as intercessor or mediate.
Al-Mudhnibin or Mudhnibon is a plural of Mudhnib المُذْنِبُ which is the person who committed a sin ذَنْبٌ see for example in the quran (40:3, 81:9 ...).
So the meaning would be "Oh intercessor of the sinners".
Due to the meaning شَفِيعٌ Shafi'a can't be a name of Allah, but could be used to reference the Messenger of Allah (peace be upon him).
Also Rahmatan lil 'Alamin refers mostly to our Messenger (Peace be upon him) because of the verse of surat al-Anbiya' (21:107).
On the other hand usually when referring to Allah one does say: Ya ghafir a-dhanb (as in surat ghafir (40:3)) or ya Ghafuru (يا غَفُورُ) ya Rahim (which are both names of Allah). And this is the most correct dua'.
I hope this was helpful.
And Allah knows best!