There have been plenty of Afghan rulers calling themselves both Shah and Khan, though as Hammers says, it would appear to have been part of their name: the official title seems to have been Emir.
As far as names go, as the man said Khan is a common enough name in Afghanistan and Pakistan, much in the same way that "King" isn't an uncommon surname in Britain. Doesn't mean you actually are one. The most famous Pakistani Cricket captain was Imran Khan, and the current WBA World super lightweight champion is Amir Khan (though he's from Bolton rather than Rawalpindi).