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).