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It is widely accepted that astrophysical magnetic fields are generated by dynamo action. In many cases, these fields exhibit organisation on a scale larger than that of the underlying turbulent flow (e.g. the 11-year solar cycle). The mechanism for the generation of so-called large-scale fields remains an open problem. In cases where the magnetic Reynolds number (Rm) is small, dynamo-generated fields are coherent but at (the astrophysically relevant) high Rm, the fields are overwhelmed by small-scale fluctuating field. Recently Tobias and Cattaneo have shown that an imposed large-scale shear flow can suppress the small-scale fluctuations and allow the large-scale temporal behaviour to emerge. Shear is also believed to modify the electromotive force by introducing correlations between the flow and the field. However, in previous models at high Rm the shear is often artificially imposed or driven by an arbitrary body force. Here we consider a simple kinematic model of a convective dynamo in which shear is self-consistently driven by the presence of a horizontal temperature gradient (resulting in a thermal wind) and a rotation vector that is oblique to gravity. By considering a -dimensional system, we are able to reach high Rm so that the dynamo approaches the asymptotic regime where the growth rate becomes approximately independent of Rm. We find the flows studied here to be excellent small-scale dynamos, but with very little systematic behaviour evident at large Rm. We attribute this to being unable to self-consistently generate flows with both large (net) helicity and strong shear in this setup. [ABSTRACT FROM AUTHOR]