They couldn't prevent the pregnancy, they couldn't prevent the news from getting to Loha and how Laali is relatively out of their reach.
Good thing Nandini is preparing her food, we don't want our Laali poisoned by the Poison Meister, who carries around an extra bottle of the green stuff in her, shall we politely say, Bank of India.
Back to Shekhar, they could physically hurt him, cause a malfunction in his jeep, or poison him, or get him beaten up to a pulp by their goons.
What could they do to him? And how?