Salam. I believe the Shaykh Muhammad Baqi being referred to in the passage below may perhaps be Shaykh Baqi billah, the spiritual guide of Shaykh Ahmad al-Sirhindi. The picture above of is of Shaykh Baqi billah’s shrine in Delhi. Shah Waliullah mentions the following incident from his father in the ‘Anfas al-Arifin’ (p.65-66):
My respected father said that Khawaja Khurd (Allah have mercy on him) said to me towards the end of his life: ‘Bury me in the area of taking off the shoes in the blessed shrine (rawza-e-aqdas) of Hazrat Khawaja Muhammad Baqi (Allah have mercy on him). Because of Hazrat Khawaja Buzurg’s spiritual connection being directly linked to the person of the Prophet (Allah bless him and give him peace) and keeping this in mind do not bury me in the graveyard. I am only deserving of being buried in the place for shoes’.
I said that: ‘The job of burying will be the responsibility of others, what choice do I have on this?’
He replied: ‘Convey my wish’
After Khwaja Khurd’s (Allah have mercy on him) passing away I conveyed his wish to the inheritors but they took no notice of it.