Short answer There is no “Shadu‑kām” in the classical Persian mythological corpus (e.g., Ferdowsi’s Shahnameh, Asadi Ṭusi’s Garshāsp‑nāmeh, Nezami’s Khamsa). In Iranian tradition the fairies’ realm is Paristān (and, more generally, Jinnistān for jinn) beyond Mount Qāf; a specific province called Shād‑o‑kām does not occur in the standard primary sources. The name Shād‑o‑kām (Persian shād o kām = “joy and desire/pleasure,” hence “bliss”) is an ordinary Persian phrase, and when it appears as a place-name it belongs to much later popular romances in Ottoman Turkish and Indo‑Persian/Urdu “dāstān” literature, not to early Iranian myth.

What Keightley seems to be doing

• He is mixing material from late romances (where Paristān/Jinnistān are laid out with many allegorical place‑names) and from the Shahnameh (e.g., Arzhang the dīv), and his transliterations are erratic (e.g., “Arzshenk” = Arzhang).
• “Cahermân Nâmeh” almost certainly means “Kahramān‑nāme(h)”—literally “Book of the Hero” in Ottoman Turkish/Persian—rather than the proper name of a character. He then tries to identify this “hero” with Narīmān (father of Sām, grandfather of Rostam) from the Shahnameh. That identification is not supported by the classical epics; it reflects 18th–19th‑century European compiler’s habits of conflating distinct traditions.
• City names like Joharābād “Jewel‑City” and Anbarābād “Amber‑City” are typical allegorical toponyms of the late dāstān/fairy‑tale world, especially in Indo‑Persian/Urdu and Ottoman retellings. They are not fixed features of early Iranian cosmography.

Where you actually find this kind of geography (primary texts) If you want primary sources that really have Paristān/Jinnistān with allegorical provinces (and very plausibly Shād‑o‑kām among them, often written شاد و کام or شادوکام), you need to look to the early‑modern/modern romance tradition, not the Shahnameh:

• The Dāstān‑e Amīr Ḥamza cycle (Persian origins; vast Ottoman Turkish and especially Urdu elaborations). The Urdu Hamza tradition as printed by the Naval Kishore Press (Lucknow, late 19th c.) and its sub‑cycle Tilism‑e Hoshruba is full of Paristān/Jinnistān geography and cities with names like Joharābād, Anbarābād, etc. For accessible English, see:
  • Musharraf Ali Farooqi (trans.), The Adventures of Amir Hamza (New York: Modern Library, 2007).
  • Musharraf Ali Farooqi (trans.), Hoshruba: The Land and the Tilism (New Delhi: Random House/Penguin, 2009). Check the index for Paristān/Jinnistān and allegorical toponyms; the Urdu originals are even richer in this matter.
• Ottoman Turkish popular romances (halk hikâyeleri), especially stories of Kahraman Şah (Kahraman Shah). “Kahramanname/Kahraman Şah hikâyesi” recensions regularly feature peri realms and allegorical place‑names. See Turkish folklorists’ editions and studies of these romances (e.g., Pertev Naili Boratav; Saim Sakaoğlu). In this corpus, a province or island called Şâdükâm (= Shād‑o‑kām) is attested as a peri domain in some versions.

What you won’t find

• In the Shahnameh (or other early Persian epics) there is no province “Shād‑o‑kām,” no “capital” Joharābād/Anbarābād, and no systematic “Jinnistān” geography. Peris are marginal there; dīvs and specific demon figures (e.g., Arzhang dīv, the White Demon) do appear, but not with the late romance geography Keightley describes.

How to search effectively

• Look for Persian/Urdu/Turkish spellings and variants: شاد و کام / شادوکام (shād o kām / shādūkām), پرستان (Paristān), جنستان (Jinnistān), گوهرآباد/جوهرآباد (Gohar/Joharābād), عنبرآباد (Anbarābād).
• In bibliographies/catalogues, search for “Dāstān‑e Amīr Ḥamza,” “Tilism‑e Hoshruba,” “Kahraman Şah,” and “Kahramān‑nāmeh/Kahramanname.” Printed Naval Kishore (Lucknow) editions often have detailed tables of contents where these toponyms appear.

Authoritative background on peris (to confirm the classical picture)

• Encyclopaedia Iranica: entries “Parī (Peri),” “Dīv,” and “Qāf, Mount” summarize the Iranian mythological setting and note that the elaborated Paristān/Jinnistān geographies belong to later literature rather than to the Shahnameh. These articles do not list any “Shadukam.”

Bottom line

• Shād‑o‑kām as a “province of the Peris” is not a feature of classical Persian myth. It belongs to later Ottoman/Indo‑Persian/Urdu romance cycles (Hamza/Hoshruba, Kahraman Şah, etc.). If you want a primary source, consult those romance texts (Urdu Naval Kishore editions or their modern translations); you won’t find it in the Shahnameh.