When veer loves someone, he unconsciously starts protecting and taking care of him, its natural for veer, look at the way he always watched over dharam and now he is doing the same for shera, he is protecting her, taking care of her, trying avoid fighting with her without even realizing it. Shera has realized that veer's falling in love with her and also knows that he has yet to realize it.
Veer loves shera, though he has yet to realize it. From the beginning veer was attracted towards shera though he did always deny it. Shera was the opposite of what veer thought of girls were, it irritated him when she bested him in every situation, where he expected her helpless or in a panic she not only saved herself but helped him out too. Towards the end of the treasure hunt he was beginning to realize that he liked her and after this they would probably never meet again and so had started to miss her and would have probably realized that his feeling were deeper than mere liking if her truth had not been revealed then too he was angry with her not for not being a princess (he probably knew in his heart that she never was a princess, she never behaved like the usual princesses and he did always call her a daku even if jokingly) but was angry and hurt coz he thought that she had played him for a fool, her friendship to him was fake only to benefit her cause.
Later on his heart knew though she lied about her identity her feelings and friendship to him were genuine that's why he had asked her to help him rob dharam but his stubbornness didn't allow him to admit the fact which later on he was forced to consider when she quietly returned he money he had given but still refused to think about it.
Now too only when karan had mouthed what veer's heart had always known that veer was forced to acknowledge the fact that shera had never cheated him, she had always been true in her friendship. Now too he would have realized he loves her if he was not so consumed with thoughts of saving his brother.
Veer when he loves he loves with his whole heart, which is obvious by the way he loves nivriti and dharam now shera too is included in it but he has yet to realize it. Pari had realized it long ago and so was reluctant to reveal the truth. She knew veer's loyal nature and his sense of duty will bring him to them but his heart will always be with nivriti and dharam. It was clear how broken he was when he had to move away, pari knew that she will never be able to have that special bond he has nivriti. Even after he learned the truth he always turned to nivriti for hope and comfort. Though he was fighting for the rights of shramiks, he never did like the fact that he had to fight against dharam.
Shera knows that dharam will always come first for veer and she may never have the same place dharam has in veer's heart. But she knows veer better than veer himself and so knows that veer loves someone he goes all the way, he will even give up his life for that person. And she loves him for that.