The confusion stems from a number of factors. There are two Chinese provinces with very similar names:
1. 陕西, pinyin Shǎnxī (third tone, first tone)
2. 山西, pinyin Shānxī (two first tones)
Because Chinese place names are often written without tone marks, in order to distinguish the two, the Romanization “Shaanxi” is often used for 陕西. This comes from an older romanization than Hanyu Pinyin, called Gwoyeu Romatzyh.
So, although 陕西南路 in Pinyin is Shǎnxī Nánlù, an acceptable English translation is South Shaanxi Road. This is the most commonly used form on official Shanghai Metro signage and maps, and therefore it’s the version we adopt for Explore Shanghai.