"Shlimazl" sounds to me like it could be translated pretty easily into Japanese: 「ついていない」. The phrase uses no noun, though, so would that disqualify it?

I get sick of hearing foreigners going on about how there's no translation of the word "should" in Japanese. Well, yes, there isn't a word for "should in Japanese. The concept behind the word is conveyed through a grammatical construct, however; not having "a word" for "should" doesn't impede a Japanese from expressing "shouldness" in the least.

Piraha is a language that people love to bring up in these kinds of discussions. You should keep in mind, though, that what's been said about the language (and culture) are not without controversy.