I think you are going through some western speculations. But whether there was Shaivism in a certain place doesn't matter at all. It's because Vedas are revealed scriptures and it's mantras are heard during deep meditation.
And Lord Shiva is revealed itself to Vedas through Vedic seers during their deep meditation. In Vedas Lord Shiva is called by the name Rudra mostly. As I discuss in my answer here, there are various types of Rudras:
1) Rudras who cry.
2) Rudras who makes other cry.
3) Rudra who removes the cry of Samsara.
And all three types of Rudras are described in Vedas. One has to distinguish to which Rudra is it addressed by looking at the meaning and context of the mantra.
There are various hymns dedicated to Lord Rudra itself in RigVeda. The most celebrated mantra Mahamrityunjaya mantra or Mokshadayani mantra is itself in RigVeda in 7.59.12:
त्र्यम्बकं यजामहे सुगन्धिं पुष्टिवर्धनम्
उर्वारुकमिव बन्धनान्मृत्योर्मुक्षीय माऽमृतात् ।।
We worship the Three-eyed Lord who is fragrant and who nourishes and nurtures all beings. As is the ripened cucumber freed from its bondage (to the creeper), may He liberate us from death for the sake of immortality.
This mantra asks liberation or moksha from the three-eyed one and devata of this mantra is Lord Rudra.
RigVeda 2.33.9 states Lord Rudra as eternal Ruler (never departing Godhead) of the World:
स्थिरेभिरङ्गै पुरुरूप उग्रो बभ्रुः शुक्रेभिः पिपिशे हिरण्यै ।
ईशानादस्य भुवनस्य भुरेर्न वा उ योषद्रुद्रासुर्यम् ।।
With firm limbs, multiform, the strong, the tawny adorns himself with bright gold decorations. The strength of Godhead never departs from Rudra, him who is Sovran of this world, the mighty.
Coming to YajurVeda, there is a celebrated hymn called Sri Rudram. It exists in both Vajasneya Samhita of Shukla YajurVeda [16th chapter] and Taittariya Samhita of Krishna Yajurveda[4.5.1-4.5.11].
It establishes omnipresent and omnipotency of Lord Rudra and it sings more than 300 names of Lord Rudra/Lord Shiva. Lord Shiva is the only one in Vedas who is hailed by many names. He is the one of which Vedas themselves sing Sahasranama.
The popular mantra
नमः शिवाय ।। (Namaha Shivaya)
is itself derived from the middle of this hymn, Sri Rudram.
Other names which are derived from this famous Sri Rudram hymn are:
Shiva, Shankara, Bhava, Sarva, Pasupati, Nilagriva, Sitikantha, Kapardin, Nilalohita, etc..
Also, most of the names of Lord Shiva used today are derived from Vedas, as I discuss in my answer here.
If we go in AtharvaVeda there are several hymns related to Lord Rudra/ Shiva. In Atharvaveda there is a famous Vratya-Rudra Sukta, which directly establishes Shiva [SadaShiva] who existed before Prajapati/Brahma and who is the creator of all.
व्रात्य आसीदीयमान एव स प्रजापतिं समैरयत् ।।
स प्रजापति: सुवर्णमात्मन्नपश्यत्तत्प्राजनयत् ।।
तदेकमभवत्तल्ललाममभवत्तन्महदभवत्तज्जेष्ठमभवत्तद्ब्रह्माभवत्तत्तपोऽभवत्तत्सत्यमभवत्तेन प्राजायत ।।
सोऽवर्धत स महानभवत्स महादेवोऽभवत् ।।
स देवानामीशां पर्यैत्स ईशानोऽभवत् ।।
स एकव्रात्योऽभवत्स धनुरादत्त तदेवेन्द्रधनुः ।।
नीलमस्योदरं लोहितं पृष्ठम् ।।
नीलेनैवाप्रियं भ्रातृव्यं प्रोर्णोति लोहितेन द्विषन्तं विध्यतीति ब्रह्मवादिनो वदन्ति ।। [Atharva Veda 15:1]
There was Vratya . He roused Prajapati to action. Prajapati beheld gold in himself and engendered it. That became unique, that became distinguished, that became great, that became excellent, that became Brahman, that became Tapas, that became Truth: through that he (Vratya) was born. He grew, he became great, he became Mahadeva. He gained the lordship of the Gods. He became Ishana. He became Eka Vratya. He held a bow, even that Bow of Indra. His belly is dark-blue, his back is red (Nila Lolita). With dark-blue he envelops a detested rival, with red he pierces the man who hates him: so the knowers of Brahman say.
It further goes on telling how Lord Shiva created everything of this world in details from 15.1 - 15.15. Also, you can see my answer here regarding birth of Rudra.
Also Atharvaveda in 11.2.16 states Lord Shiva as the God who is to be saluted in morning, day and night ie. at every time:
नमः सायं नमः प्रातर्नमो रात्र्या नमो दिवा ।
भवाय च शर्वाय चोभाभ्यामकरं नमः ।।
Salutations in the morning, salutations in night and Salutations in the day. To Bhava and Sarva salutations through our hands.
Thus from above it is clear that Lord Shiva is celebrated through Vedic revelations. The above are part of only Samhitas ie. Heard mantras during meditation. If we go in Aranyakas, Brahmanas and Upanishads Lord Shiva is also most important there:
The Rudra hymns 10th chapter of Taittariya Aranyaka of Yajurveda establishes Rudra as everything and Rudra himself as the ParaBrahman. There are also various celebrated names of Lord Shiva in that hymn. For eg.
Sadyojata, Tatpurush, Vamadeva, Aghora, Ishana, Mahadeva, Sadashiva Kala, Pasupati, Ambikapati, Umapati, Ishwara, etc...
In the Upanishads, one of the most celebrated Upanishad, Svetasvatara Upanishad establishes Rudra as ParaBrahman and cause of everything. It also contains celebrated names like:
Rudra, Hara, Shiva, Maheswara, Ishana, Isa, etc..
Svetasvatara Upanishad in 3.11 Summarizes as:
सर्वानन शिरोग्रीवः सर्वभूतगुहाशयः ।
सर्वव्यापी स भगवांस्तस्मात् सर्वगतः शिवः ॥ ११॥
All faces are His faces; all heads, His heads; all necks, His necks. He dwells in the hearts of all beings. He is the all—pervading Bhagavan. Therefore He is omnipresent Shiva.
Also, Kailash is stated in Maitreyaopanishad [2.1] as:
अथ भगवान्मैत्रेयः कैलासं जगाम तं गत्वोवाच
भो भगवन्परमतत्त्वरहस्यमनुब्रूहीति ॥
Then the revered sage Maitreya went to Kailasa. Approaching him (the Lord) he said: ‘Lord, expound to me the secret of the supreme Truth’. The great god said to him:
There are also Upanishads describing Lord Shiva like Kaivalya Upanishad, AtharvaShira Upanishad, NilaRudra Upanishad, KalagniRudra Upanishad, etc...
Thus, Lord Shiva is revealed to Vedic seers itself through Vedas.
One may wonder if Lord Shiva is revealed through Vedas then,
why there are extensive hymns for Gods like Agni and Indra and others and relatively few hymns for Lord Rudra?
It's because every God are just manifestations of Lord Rudra.
“agnirvai sa devastasyaitāni nāmāni śarva iti yathā prācyā
ācakṣate bhava iti yathā bāhīkāḥ paśūnām patī rudro ‘gniriti
tānyasyāśāntānyevetarāṇi nāmānyagnirityeva śāntatamaṃ tasmādagnaya iti kriyate
sviṣṭakṛta iti ” (Shatapatha Brahmana 1:7:3:8)
“Agni is That god;–his are these names: Sarva, as the eastern people call him; Bhava, as the Bâhîkas (call him); Pasûnâm pati (‘lord of creatures Pasupati), Rudra, Agni. The name Agni, doubtless, is the most calm, and the other names of his are uncalm: hence it is offered to (him under the name of) ‘Agni,’ and to (him as) the Svishtakrit”.
Thus from above Vedic passage, it becomes clear that Agni is just form/ manifestation of Lord Rudra. So extensive hymns of Vedas related to Agni are finally addressed to Lord Rudra.
Similarly, Indra is also a manifestation of Lord Rudra. AtharvaVeda calls Rudra as slayer of Vritta which is actually Indra:
“sahasrākṣáu vr̥trahánā huveháṃ dūrégavyūtī stuvánn my ugráu |
yā́v asyéśathe dvipádo yáu cátuṣpadas táu no muñcatam áṃhasaḥ ||” (Atharvaveda 4:28:03)
“The thousand-eyed slayers of Vritra both do I invoke. I go praising the two strong gods (ugrau) whose pastures extend far. Ye who rule all these two-footed and four-footed creatures [Pasupati], deliver us from grief and trouble”.
And not only this, there is a famous chapter in Satapatha Brahmana of YajurVeda which states everything like fire, water, air, sun, moon, etc... gained their characteristics features because Lord Shiva manifested as Ashtamurti Rupa ie. He entered in all those 8 things as Purusha and made them active. Satapatha Brahmana of YajurVeda from 126.96.36.199 to 188.8.131.52 states:
Rudra is Agni.
Sarva is Water (Varuna).
Pasupati is Plants (Vanaspati).
Ugra is Air (Vayu).
Asani is Lightening.
Bhava is Raingod (Parjanya).
Mahadeva is Moon (Chandra/Soma/Mind).
Ishana is Sun (Surya/ Atman)
Thus, it is clear the whole world is pervaded by the forms of Lord Rudra. So as Rudra is actually Agni, Vayu, Varuna, Soma, Surya, etc.. as seen from above Shruti passage (of YajurVeda). So actually Vedic hymns to all these Gods are actually praying various forms and manifestations of Lord Rudra.
He himself also dwells as self in all. He is also situated in heart of Gods as their self. So, Sri Rudram of Yajurveda states:
देवानां ह्रदयभ्यो ।
who is situated in hearts of Gods.
As everything in this world is just manifestation of Lord Rudra only thats why YajurVeda 5.5.9 states in a single sentence as:
यो रुद्रो अग्नौ यो अप्सु य ओषधिषु । यो रुद्रो विश्वा भुवना विवेश तस्मै रुद्राय नमो अस्तु ।।
“The Rudra in the fire, in the waters, in the plants, the Rudra that hath entered the whole world, to that Rudra be homage”
As everything is just manifestation of Lord Rudra only, there is nothing second than Rudra, thats why Svetasvatara Upanishad in a single verse states:
एको हि रुद्रो न द्वितियाय
There is Rudra only, there doesn't exist a second.
Taittariya Aranyaka of YajurVeda states the same in 10.24
सर्वो वै रुद्रस्तस्मै रुद्राय नमो अस्तु । पुरुषो वै रुद्रसन्मह ।।
Everything is Verily this Rudra. Salutations to Rudra who is such. Rudra himself is the Purusha.
The same fact is also beautifully illustrated in Vajasena Samhita of Yajurveda chapter 16 (ie. Sri Rudram part):
रथेभ्यो रथपतिभ्यो नमो नमः नमः सुतायहन्ताय, रथकारेम्यो नमो नमः
Salutation to him who is chariot, who is rider of chariot, who is charioteer and who is maker of Chariot.
So he himself makes chariot. He himself is the chariot. He himself rides chariot. He himself drives chariot. So, everything is him everything is his Leela.
So, from above it is clear Lord Shiva is revealed through celebrated Vedic Hymns during meditation of Vedic seers.
Regarding your second question:
Is Lord Shiva of Nepali descent, i.e. a Gurkha ?
As established from above Vedic passages and mantras, Lord Shiva existed before creation itself ie. He was present when there were not the earth, sun, moon, time etc... So, he who is unborn and lord of the universe, how can he have the nationality of a specific country?
Regarding the name Gurkha, it comes from Gorkha district of Nepal. It was kept Gorkha in the remembrance of saint Guru Gorakhnath, an incarnation of Lord Shiva. There is also a famous place called Gorakh-Kali where Guru Gorakhnath and Goddesses Kali are worshiped.