Shad means: Any one of several species of food fishes that make up the genus in the family , to which the herrings also belong; .. There is no real cause for parental concern; it is descriptive vocabulary rather than risky behaviour. This is a food-related word and harmless in itself. If your teen uses it, context will usually make the intent clear. A short, curious question about where they heard it is usually all that is needed to know whether to follow up.