So Hai.. According to my knowledge, Hai means vagina, calling people Hai will be calling someone a vagina, as you can imagine. Combine with so, meaning you are "so a vagina", hence "SoHai".
However, Hai is very oftenly used to describe people with very bad attitude, and acting silly and impolitely, it also means "lame" in some situations. I guess when they said "sohai", they mean dying is lame or w/e. Hope i can help you with these slangs, shame on those sg people with these attitudes.