Chapter 36 claims Sai Baba has no name or village. If that's the case, how can he be called 'Sai Baba' and be associated with Shirdi? This seems like a contradiction.

This is an astute observation based on the text. Chapter 36 poetically describes Sai Baba as one "who has no name or village, but possesses infinite glory." This is not meant as a literal contradiction but as a philosophical statement on his transcendental nature, suggesting he is not confined by earthly labels. The passage explains that he is an incarnation of Truth who, while "staying distant and detached from his name, he causes various events to occur." Therefore, 'Sai Baba' is the name through which devotees connect with him, but his true essence, as portrayed in this chapter, is beyond any single name or place.