I don't know French at all. Poking around in an online dictionary, I found that "sauvegarde" is a cognate for "safeguard", which would certainly fit as the name for the stronghold of Shor. But, I find "backup" suggestive: Shor (Lorkhan) has a project of collecting material from each kalpa to add to the next, and I had imagined Sovngarde to be a place where he kept that material, which turns out to be the souls of Nord heroes.