Urdu language was evolved by combining several langauges several hundred years ago so that soldiers from many nationalities could understand each other.
Therefore, you'll find words from turkish, persian, arabic, punjabi, pashto and several other languages in it.
As far as the word "Shaheed" is concerned, Muslims all over the world - be it Indonesian, Turkish, Bangladeshi, Pakistani, Arab - use it to honor their soldiers who laid their lives in witness of oneness of Allah. Strictly in religious context and not in linguistic context.
Arabic language is read by all Muslims around the world, because all their prayers and their sacred book is in Arabic.
Therefore usage of this word for dead hindu soldiers makes absolutely no sense, because it contradicts the core religious values of Hindus.