Lyric discussion by 161803 

Cover art for Machine Gun lyrics by Slowdive

I'm pretty sure the lyric is "Son of Shiva" not "Son of Sheeba"--the "Son of Yellow" must refer to Sati, Shiva's wife in Hindu mythology, who has the nickname (Guari) translating to "turmeric hued" (yellow). Sati self-immolates and then is reincarnated as Parvati, who has the sons Ganesha and Murugan. The Ganesh Chaturthi festival involves the submersion of idolic representations of Ganesha in a body of water.

My Interpretation

@161803 This is an attractive interpretation - possibly what Neil or Rachel had in mind - but there are a few inaccuracies here. I'm from India and have a fair idea about the mythological context surrounding Gauri/Parvati/Sati and Shiva. Gauri does not mean 'yellow-hued', it means 'white-hued'. Additionally, the immersion of Ganesha idols does not have any mythological relevance. It is merely a way of returning the idols - which were traditionally made of clay or mud sourced from banks of water bodies - back to where they came form.