How did Sai Baba first arrive in Shirdi, and who gave him the name 'Sai Baba'?

According to Chapter 0, the person who would become known as Sai Baba traveled to Shirdi with a wedding procession for the nephew of Chandbhai's wife. The procession stopped near the Khandoba temple, where he met a gentleman named Mhalasapati. Upon seeing Maharaj, Mhalasapati welcomed him with the words 'Aavo Sai Baba,' which means 'Come, Sai Baba.' As the text explains, Maharaj held onto this name for the rest of his life and even stated in a commission testimony, 'They call me Sai Baba.'