The phrase "where he's concerned" means "regarding him" or "when it comes to him."
Explanation:
"I've got no more patience where he's concerned": This means Hershel has run out of patience when it comes to dealing with Shane. It indicates that Hershel is specifically referring to his feelings or actions related to Shane.
Paraphrased:
"I've got no more patience regarding him."
"I've run out of patience when it comes to him."
In this context, "where he's concerned" is a way of specifying the subject (Shane) about whom the statement is being made.