What does shahdaroba mean?

The closest literal Arabic translation might use the two Words 'jahad' and 'aroba', which respectively mean 'battle' (like the German 'Kampf') and 'wagon' - the Roman spellings vary. You could possibly infer a meaning (as found in Roy Orbison's song, which closed Mad Men season 3) of 'struggle on', 'keep on keeping on'. A parallel to the philosophy of the song' Three Wheels on My Wagon', or 'Hitch Your Wagon to a Star', etc.. IMHO, that is. Why the Word is used for racehorses, dogs and a US bellydancing troupe I couldn't say. That might be after the song.