We present the first detection of multi-shocks propagating through the atmosphere of the Blazhko star S Arae using uninterrupted, accurate optical photometric data collected during one polar night, 150 days from Antarctica at Dome C, with the Photometer AntarctIca eXtinction (PAIX). We acquired 89,736 CCD frames during 323 pulsation cycles and 3 Blazhko cycles. We detected two new light curve properties in the PAIX light curve, jump and rump, which we associated with two new post-maximum shock waves Sh(PM1) and Sh(PM2). jump, lump, rump, bump, and hump are induced by five shock waves, with different amplitudes and origins, Sh(PM1), Sh(PM), Sh(PM2), Sh(PM3), and the main shock Sh(H+He). Correlations between the length of rise time and light amplitude and Sh(PM3) are monotonous during three Blazhko cycles, but the pulsation curve is double peaked. We discuss the physical mechanisms driving the modulation of these quantities. Finally, we hypothesize that the origin of the Blazhko effect is a dynamical interaction between a multi-shock structure and an outflowing wind in a coronal structure.