The killing here yesterday of a nephew of the shah of Iran has created a major stir in the large Iranian political exile community. French police sources were unusually uncommunicative, and reporters were reduced to recording the theories of Iranian exiles with axes to grind.

One Iranian exile leader who claims to be against both the present regime and that of the shah suggested that the assassination of Shahriar Mustafa Shafik might be the work of Savama, the recently formed secret police of Ayatollah Ruhollah Khomeini's revolutionary government. Members of SAVAK, the shah's secret police, have reportedly been recruited for the new security force.

A Gen. Farouzian, the second-ranking member of Savama, recently spent three weeks in Paris contacting political opposition groups and saying he had left Iran because he was in disagreement with a Gen. Kaveh, the head of Savama, according to the source. Then, however, Kaveh showed up at the same hotel, he said.

Since then, members of the Iranian community have felt an increase in surveillance and a number of them have received threatening letters, the source claimed.

A reliable independent source said there have been unconfirmed rumors circulating in Tehran recently that Gens. Ali Akbar Farazain and Ali Mohamed Kaveh, the top two men in SAVAK's foreign operations branch, had been asked by the Iranian revolutionary authoritie to return to service in view of the need for experienced military intelligence men to evaluate the threat of U.S. military intervention.

The victim was killed almost outside the home of his sister, Princess Azzadeh, who is said to be the moving force behind an exile newspaper here called Free Iran and to be involved in the formation of a military exile group, the Iran Liberation Army.

Responsibility for the killing was claimed here late last night by a group no one had heard of, the Moslem Liberation Front. It issued a communique attacking Shafik as an enemy of Islam and the Iranian people and claimed that France has been siding with "international Zionism."

Credit for the assassination was also claimed in Tehran by Ayatollah Sedegh Khalkhali the self-proclaimed head of the Islamic revolutionary tribunals, which have had hundreds of the shah's officers and officials executed.

[In another development yesterday, Reuter news agency in a report from Paris quoted Shafik's lawyer, Marc Valle, as having said that Gen. Hossein Fardust, a senior official in Savama, and two other Iranian generals spent 48 hours in the French capital last week before flying to Britain and then back to Tehran].