Dahhh say that shit basically means just kidding.
Here's an example:
Man I fucked your sister the other day, Dahhh say that shit.
Hey bro I'm about to vote for Donald trump, Dahhh say that shit.
Man I'm a crip and a blood, Dahhh say that shit.
Man she ugly then a hoe but got a fat ass, Dahhh say that shit.
Friend 1: This is your 5th time smoking today, you need to cut down or you'll be come stupid as hell.
Friend 2: Dahhh!
A word of frustration or boredom
Guy1:Dahhhh
Guy2: what?
Guy1:This homework is to fucking hard!!!