I have also heard of another theory. Shahs were actually just another "pahadeys" of Nepali hills, just like any other Nepali hill castes. But when they got to be the kings of some principality, such as Lamjung or Gorkha, they figured they can create a myth that they are actually decendents of Rajputs from India. Apparently, among the ruling families, the perception was that Rajputs are of higher stock. Now if Shahs claim that they are actually Rajputs, then they can also claim superiority among the rulers of other prinicipalities, therefore, create a better legitimacy. Does this make sense?