What does it mean?

dahhej means the belonging of a bride which was given by her parents which she had brought in marriage

Dahhej means dowry and what the parents give their daughters, but in the opening song it is refferring to one sister being dahhej of another one. If you look at the lyrics of the opening song then there is a line goes something like this:
"Meri khushiyaan, merey saaney, Ek Dahhej hai"
I think this means that one sister sacrificed her happiness for the other sister, or when one sister got married then she took the other's sister's happiness with her as her dajjej.
Hope you like the analysis.
Iqra xx