If we closely look at the history of languages in the world, it is quiet apparent that languages and pronunciations evolve differently in different cultures and over the time. Accents and pronunciations are often trends of a culture and sometimes such trends do not necessarily follow the book of its originality. Although it would be nice to maintain the standardization to its originality for ease of communication, it is almost impossible to do so when people practicing the language are not interacting in a daily basis. An example of such difference would be British ways of pronouncing words Vs American ways of pronouncing the same words. I think the wise thing to do would be to pronounce the foreign words or at least humbly try to pronounce them as a native speaker would do when if you in their country.

             As far as pronouncing Sha goes, yes I believe one should try to say shanti if speaking Hindi. There are lots of words in English where letters are silent or pronounce differently than they are spelled. I am sure there must be lots of words like that in Hindi as well. Since the native speakers accept such pronunciations, they become trends and they almost become unwritten rules of the language. I believe that if an Indian corrects a Nepali on how he should be saying Shanti in Hindi, then the Nepali should appreciate his effort to correction and try to say Shanti as the Indian would. However if he trys to tell you that you should be saying Shanti while using the word santi in Nepali then he is forgetting the fact that Nepali is not Hindi and Nepali language can have its own trends.