Syal (note that sy is pronounced the way we pronounce sh) is an European-type shawl, worn over the shoulders, not usually as a head-covering, though it could be I suppose.
There are two garments called selendang, one is more like a sling than a shawl. It goes round the body and is knotted over one shoulder and used to carry objects like babies or baskets (see
http://www.seasite.niu.edu/Indonesian/Budaya_Bangsa/batik/selendang.htm.)
The other type of selendang is a long strip of cloth about 10 inches wide which is folded in half lengthways and draped fore and aft over one shoulder. How it actually stays on I'm not sure. It's usually worn as part of women's very formal wear. You can see President Megawati wearing one in the photo on this page:
http://www.tempo.co.id/harian/profil/prof-megawatisoekarnop.htmlWhether there's any connection between sarong and the Sanskrit words, I don't know.
Bingley