The Legend of Shambhala
According to tradition, Buddha taught The Kalachakra Tantra in Andhra, South India, in 880 BC, to the visiting King of Shambhala, Suchandra, and his entourage. King Suchandra brought the teachings back to his northern land, where they have flourished ever since. Shambhala is a human realm, not a Buddhist pure land, where all conditions are conducive for Kalachakra practice. Although an actual location on earth may represent it, His Holiness the Fourteenth Dalai Lama explains that Shambhala exists purely as a spiritual realm. Despite the traditional literature describing the physical journey there, the only way to reach it is by intense Kalachakra meditation practice.
Seven generations of kings after Suchandra, in 176 BC, King Manjushri Yashas gathered the religious leaders of Shambhala, specifically the brahman wise men, to give them predictions and a warning. Eight hundred years in the future, namely in 624 AD, a non-Indic religion will arise in Mecca. Because of a lack of unity among the brahmans' people and laxity in following correctly the injunctions of their Vedic scriptures, many will accept this religion when its leaders threaten an invasion. To prevent this danger, Manjushri Yashas united the people of Shambhala into a single "vajra-caste" by conferring upon them the Kalachakra empowerment. By his act, the king became the First Kalki - the First Holder of the Caste.