Shazil meaning royality, beauty, belonging to the royal family or care and protection provided by the king or someone who provides ease to others.
Shazil and shahzil are the two ways of writing in english.
Not sure about shehzil, that sounds more like a girls name.
In urdu you will write sheen, alif, za, lam.
In arabic you will write sheen, alif, zoi, lam.
I hope that helps.