According to L. F. Rushbrook Williams, Shah began accompanying his father in his travels from a very young age, and although they both travelled widely and often, they always returned to England where the family made their home for many years.
L.F. Rushbrook Williamsin mukaan Shah alkoi jo nuorella iällä matkustaa isänsä mukana tämän matkoilla, ja vaikka he molemmat matkustivat laajalti ja usein, he palasivat aina Englantiin, mihin perhe perusti kotinsa useiksi vuosiksi.