Overview
Yamaxanadu (ヤマザナドゥ) is part of the name of the Touhou Project character Eiki Shiki, Yamaxanadu. The word is taken from yama (ヤマ), to judge the dead and a type of deity, and xanadu (ザナドゥ), meaning paradise. Yamaxanadu is not her surname (that is Shiki) but her title.
For more details refer to the article Eiki Shiki, Yamaxanadu.