The Dhindsa’s claim to be descendants from the Saroha Confederacy furthermore they were an offshoots of Dhillon dynasty which anarchically repossessed the control of Gujarat dynasty . Historically Shah Saroa was their mythological forefather. He was the ruler of Delhi in the 8th century. Shah Saroa had five sons SANGHA, MALHI, DHILLON, DOSANJH AND DHINDSA.They are found mainly in Amritsar, Gurdaspur, Jalandhar, Ludhiana and Patiala districts of Indian Punjab and Gujrat, Sialkot and Faisalabad districts of Pakistan. out of five major clan, Dhindsa only ambiguous subset which contradict direct blood allegiance with Dhillon Dynasty of Punjab.

The Dhillon Dynasty founded Delhi[3] and ruled there from 800 BC to 283 BC (about 450 years). It is from the name of Dhillon that we have the word Dhilli or Delhi. A ruler of the Dhillon dynasty, Raja Dhilu (King Dihlu) founded Delhi and the dynasty ruled from there from 800 BC to 283 BC. According to Radhe Lal, who quotes 'Waqiate-panch Hazarsala, 800 years before Christ, 13 rulers of Dhillon gotra - ruled for about 450 years.
In 8th century, Toors had seized the throne and power of Delhi from Dhillon’s and their kinsman Sangha’s, Malhi’s, Dosanjh’s and Dhindsa’s who were their brothers and descendants of Shah Saroa. Leaving Delhi, they moved towards Rajasthan. After some time they migrated to areas of Sirsa in Haryana and Bathinda.=

Ref from:-
1. History of the Jatt Clans - H.S Duleh
(Translation from original Punjabi work "Jattan da Itihas" by Gurjant Singh) .

2. GLOSSARY OF THE TRIBES AND CASTES OF THE   

     PUNJAB AND North West Frontier Province. ( Based on the Census Report for the Punjab, 1883,by the late Sir DENZIL. IBBETSON, K-CSL,and the Census Report for the Punjab, 1892, by the Hon. Mr. E. D. MacLAGAN, C.S.I., and compiled by H. A. ROSE.)