shah is honored name given to the kings by the emperor of delhi. They kept that word and became shah. Before and now they are thakuri.  If you really want to know more, go to gorkha durbar, and u can read it there. or  go to gorkha and ask the scholors there.

India before the movemt of aryans( iran, afganistan or so) was inhabited by people that are called, dravidan, harrapan. dravidans are almost extinct now...and all that left is of harappans. they now are in south india.
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Thakuri or shah. have been in nepal long way back before those ( ppl from iran or aafghanistan) came to india.
Thakuris are even mentioned in many chinese hisotry books aswell. Everyone is from somewhere...before the country was formed. so no one is from anywhere as a matter. All are nepalese.