Did the Shah of Iran have siblings?

The "Shah of Iran" is a title, not a person. As such the question is unanswerable. It would be like asking "Does the King of England have siblings?" "King of England" is a title, not a person.

If you are specifically referring to the latest Shah of Iran, Mohammed Reza Pahlavi, who was ousted in 1979, yes, he had several siblings. In order of age, they were: Princess Hamdamsaltaneh, Princess Shams, Princess Ashraf (his twin sister), Prince Ali Reza, Prince Gholam Reza, Prince Abdul Reza, Prince Ahmad Reza, Prince Mahmud Reza, Princess Fatimeh, Prince Hamid Reza