Har Har means everyone (Har Ek means everyone in Hindi).
So Har Har mahadev means everyone is Mahadev, since Shiva resides as Aatma rudra ( soul ) in every living being.
As Lord Krishna says in Bhagavadgita, “ I manifest in every living being. You don't have to search for me, somewhere outside. Just peek into your self, and you will find me as the Akanda_jyothi, the ever burning flame called the soul.
‘Hara’ means one who takes away issues, all Desires and thus dissolves you into Him (harinchu means to take away in telugu).
Har Har mahadev