He could have just dodged it outright, but then wait, what if Gotham’s creative team knows that fans are going to assume that the Shaman is Ra’s al Ghul, to the point where Mazouz was allowed to give that answer to hide the actual reveal that shows Shaman and Ra’s are not at all the same person?
That’s the kind of diabolical trickery that could only come from someone with al Ghul lineage, so clearly it’s Mazouz who is the real villain lying about his name.
That’s probably going too far with it, even for a show where Clayface impersonated Penguin’s dead father.
Interestingly, David Mazouz offered neither a confirmation nor a denial with his answer, and I appreciated what candidness he could offer at the time, considering the implications behind such a reveal.