Shah was educated at the Scottish co-educational independent boarding school of Gordonstoun, and at both Haywards Heath Grammar School and Haywards Heath Secondary Modern School, at Haywards Heath in Sussex.
Anavryta was originally based on the educational principles of Kurt Hahn, and modelled on Hahn’s own creations the Schule Schloss Salem and Gordonstoun.
Sir Robert Gordon of Gordonstoun, 1st Baronet (14 May 1580- March 1654), on 16 February 1613 married Louisa Gordon, by whom he had issue.
In 1934, through his lectures in London to the New Education Fellowship, Hahn met the educationalist T. C. Worsley and persuaded him to spend a summer term at the newly founded Gordonstoun in the capacity of consultant.
However, in the summer of 2003, a year after Gordonstoun had bought North Foreland Lodge for £1 million, the school was closed, and in January 2004 the school's site was sold to the Varkeys group for £6 million, leading to allegations of asset stripping.
She comes from a wealthy family and attended Gordonstoun School in Moray, Scotland to study for her A levels, having been expelled from her previous school in England.