Well after doing some research on shambala (shangri-la) and el dorado, they are all mythlogical places connected to one another. However there are other places connected to these as well and they are:
The fountain of youth: of the coast or in Florida.
and the holy grail
This is from wikipedia when you search for El Dorado: El Dorado bears similarity to other myths such as the Fountain of Youth, Shangri-la, and to some extent the term "white whale" which refers to Captain Ahab's obsession in the book Moby Dick.
And this is from Shangri-la (Shambhala) when you searc for it on wikipedia: other mythical and famous examples of somewhat similar metaphors such as The Holy Grail, El Dorado, The Fountain of Youth, and to an extent "white whale" (referring to the white whale chased by the obsessed Captain Ahab in the book Moby-Dick).
As you can see, both El Dorado and shangri-la are mentioned.
This of course could be wrong and the next uncharted game could be about William Shakespear I dunno.
But in both Uncharted games the nazis have been involved, that, I think, is not a coincidence.
I'll let you have your say!