As this site says,
Dashiell is an Anglicized (or perhaps we should say "Scotticized") form of the French surname De Chiel.
You would have to consult a French surname dictionary to see if there has been any progress on figuring out what the name originally meant. The "of heaven" seems unlikely to me personally, because it seems to come from confusing the French word
ciel which means "heaven" with Chiel, and so looks like assuming that "save" and "shave" would mean the same thing in English.