Shah was the title of the kings of Iran, in the time when that country was also called Persia. It is a title, like king or emperor, not a personal name. You write it with a capital S when you mean that royal title. The last Shah left Iran in 1979; after that, this was no longer the title of the person who led the country. Do not call a modern Iranian leader the Shah. The word was borrowed from Persian šâh, a very old word for a king. It is a doublet of check: the chess word check (and checkmate) came from the same Persian king-word, because chess is a game of kings. That is history inside the game, not something you use when you talk about Iran today. Though actually, English speakers sometimes say the Shah as if it were a name; it still began as a title.