Answer
This is an official answer by QuranicNames.com Staff
Sheza according to some sites means light and radiance. It's not Arabic (even though they say it is). If it truly means light and radiance, it can be used for Muslim babies, since all names with good meanings can be used.
Sheezah in Arabic is another word for turban, the head covering that men wear.
Shazaa is an Arabic name meaning the fragrance of musk. This is the only Arabic name I know of that sounds like Sheza.