From Sanskrit: शम्भल; Tibetan: བདེ་འབྱུང; Chinese: 香巴拉; "source or origin of happiness." A kingdom considered mythological by modern humanity. It exists in the fourth dimension (called Jinn state), which is why no one can find it in the physical world.
"The entire country of Shambhala is in the Jinn state; here is where the principal monasteries of the White Lodge exist." - Samael Aun Weor, The Major Mysteries
"The secret country of Shamballa is in the Orient, in Tibet. The Master Jesus has a temple there. Other masters live with him who have also resurrected and who have kept their bodies over the many ages of time." - Samael Aun Weor, The Aquarian Message