Answer
(Fatwa: 1129/701/L=1432)
You are alright. Names have effect on the life of a man; hence one should choose the best names for his children i.e. one should name his son after the names of the Prophets and pious persons and daughter after the names of Sahabiyat or pious women. As hadith asks to keep good names, in the same way it is also proved that the holy Prophet Muhammad (صلى الله عليه وسلم) used to change bad names. Shazia Saleem is not a bad name so you need not change it. However, if you want to choose any name among the names of Sahabiyat or pious women you can do so.
Allah (Subhana Wa Ta’ala) knows Best
Darul Ifta,
Darul Uloom Deoband