Nefara can be played multiple ways as a support actually. I find that these two ways are the strongest in my personal opinion, but you have liberty.
1) Regeneration Nefara - Focusing on energy recycle and Cooldown early to allow you to throw endless spells and self heal non stop. This build lets you be kinda tanky, although you can still be bursted by assassins or when focused. After you get your first two abilities, go tanky, possibly getting more damage if you are already carrying.
a) Etheral Energy - Getting mana regen and energy recycle
b) Caster DoT - Obtaining minor damage, and lots of CDR. YOu want to be CDR capped from this at 50% ((5% CDR from augments needed for this cap.))
C) Second Chance - You will be diving into the enemy team, this will keep you alive for your ult.
D and E )) Eldritch Focus, Reflection, Magi Shield, Blokade, Defensive Support, Offensive support - These are all very good valid choices for you to finish up with.
2) True support Nefara. This is about buffing your team mates more than being able to directly 1v1. It is slightly weaker than the first build in team fights, however the team aura's will make you ensure your team mates do better in a team fight, and that your lane partner will be more likely to survive in lane.
A) Caster Support - You want to get CDR cap from this. This will give you mana regen, and allow you to restore an ally's mana every 20 seconds. Very useful.
B) Defensive Support - Give everyone close an armor buff, get more armor for enemies nearby ((Like when you dive in with your ult)) and heal allies who are below 50% hp every 20 seconds. This is a great sustain tool as it provides enough energy and health regen, to let you throw spells freely when combined with caster support.
C) Second Chance, Blokade, Magi Shield, or Reflection -At this stage, you will want to be tankier to better support your team. As such, second chance gives you a reliable ressurection tool. Blokade, magi, and reflectoin all let you get more toughness which results in more hp, and each lets you increase your tankiness considerably.
D) Eldritch Focus, or another tanky option - Eldritch Focus lets you pick up a little damage for yourself. This way, you can kill enemies by yourself if you find the situation calls for it . It also works great with your abilities as you will be slinging spells non stop, thus proccing the dot on enemies non stop.
E) Your choice. -Really, this is your freedom.