Zha'Ha'Dum is a word on the Rim of the jump gate beacon network, used by the Shadows as a base of operations. Apparently it was the original homeworld of Lorien and his race, adopted by the Shadows out of respect for their forebearers.
The Shadows placed a guardian over Zha'Ha'Dum capable of controlling the minds of intruders into the system. This guardian would force intruders to land on the planet and surrender themselves to the Shadows. It could also attack individuals capable of observing Shadow activities over interstellar distances, such as users of the Great Machine of Epsilon 3.