Okay, that's odd.
Both English and Scandinavian used to be closer on this, using the same original word "sea dog" originated in old Norse or so.
However both languages changed it to something else since that.
Both languages borrowed words from Dutch, but not the same Dutch word.
The English took "Schurk" for scoundrel and applied it to the fish, while Scandinavia took "Haai" describing the fin.
Curiously, Scandinavian also took Schurk and made it into "skurk", but also uses "haj" as a scoundrel just the same as English in the word "loanshark" = "lånehaj" etc.
So the words have the same origin, but it was split in Dutch while being passed back and forth between languages.
Wait till you find out how it's pronounced. It's /ˈbloːhaj/. Here's an audio recording (still not 100% correct because you'd need to pronounce "blow" with a Glasgow accent, but this video is way funnier than the serious ones). I still call mine /blɑ.'hɑːd͡ʒ/, or just /hɑːd͡ʒ/ :3
Like being high on the blow, or a snow, or a coke. I get it it (:
But yeah, blah-hadge adds some alien tones to that. Not really nordic, but middle-eastern ones with that last vowel, like in hijab, jihad, tajik and other words.
ed: How could I forget Taj Mahal, lol. In my pronounciation it was 100% rhyming with Taj.
In German the word for shark is der Haifisch or just der Hai. According to Wiktionary this comes from Middle Dutch, and Old Norse before that. Same for the Swedish haj here. Even English used to have haye but it fell out of use after the 17th century.