Yes shehnaaz loves siddharth and has been expressive about it .But I feel they will never be couple .. siddharth he is very mature and sana is childish .. Sana at her age didn shy away from her true feelings for siddharth but till date she says she is not sure if the love was actual love or it was only in the boundaries of bigg boss.
Siddharth do love her and is protective about her .He never said anything as he knows they won't be couple nor he thinks of having a relation of that sort with her .
I think in future siddharth will always protect her be around her and also will help her in finding partner as he understands her very well.Their convo of calling him when needed proves that they will not be together but will be there when needed.
All relationship don't end in marriage and nor does only marriage define soulmates .Sometime u know that you love the other person but u also know u can't be able to practically live with the person whole life .I hope sana understands that or may be she has that's why joined the shadi show.