The capital of the Hindu Shahi kingdom at the time of Mahmud's attack was Udabhanda or Und. The Hindu Shahi kingdom was a medieval Indian kingdom that ruled over parts of present-day Afghanistan and northwestern Pakistan from the 9th to the 10th century.

Udabhanda or Und was an important city and served as the capital of the Hindu Shahi kingdom. It was strategically located in the Swat Valley, which is now in northern Pakistan. The Swat Valley has a rich historical and archaeological significance and was an important center of Buddhism in ancient times.

During Mahmud of Ghazni's invasion of the Indian subcontinent in the 11th century, he targeted the Hindu Shahi kingdom multiple times. Mahmud of Ghazni was the ruler of the Ghaznavid Empire, which was centered in present-day Afghanistan. He was known for his numerous raids and invasions of the Indian subcontinent.

Mahmud's attacks on the Hindu Shahi kingdom were primarily aimed at capturing wealth and plundering the rich temples and palaces of the region. He launched several campaigns against the kingdom, and one of these campaigns targeted the capital city of Udabhanda or Und.

The exact location of Udabhanda or Und is not certain, and there is some debate among historians regarding its precise location. Some believe that it was located near present-day Swat, while others suggest it might have been in the Bajaur or Dir region. The lack of concrete archaeological evidence makes it difficult to determine the exact location of the capital.

In conclusion, the capital of the Hindu Shahi kingdom at the time of Mahmud's attack was Udabhanda or Und. Despite the uncertainty surrounding its precise location, it was an important city in the Swat Valley and served as the center of power for the kingdom. Mahmud of Ghazni targeted this city during his invasions of the Indian subcontinent in the 11th century.

It is waihind near peshawar