Shadini's real name is Oscar. On stage he is known as Shadini. Oscar is actually incredibly timid and even struggles talking to the people. When performing on stage, however, he can actually talk to people with bravado and confidence.
The name Shadini is derived from the word shade, the suffix -ini likely deriving from Houdini, a famous escape-artist magician. The name Oscar comes from oscuridad, which is Spanish for "darkness".
While he is usually referred to as Shadini, his officially confirmed name is The Great Shadini.