The correct answer to the question is option 4: Mesopotamia. The "Shamal" wind is a warm and dry wind that is classified as a "local" wind. Local winds are winds that are confined to a relatively small area and are influenced by local geographic features.

Mesopotamia is an area in the Middle East, located between the Tigris and Euphrates rivers, which is known for its hot and arid climate. The Shamal wind is a prominent feature of this region, blowing from the northwest during the summer months. It is characterized by its warm and dry nature, and it can bring dust storms and sandstorms to the area.

Option 1, East Asia, is incorrect because the Shamal wind is not found in that region. Option 2, the West Coast of Africa, is also incorrect as the Shamal wind is not specific to that area. Option 3, the Sahara of Africa, is another incorrect option as the Shamal wind is not typically associated with the Sahara Desert.

Therefore, the correct answer is option 4: Mesopotamia.