I have to disagree with you all unfortunately

I think he knows!! When baba was calling by Shera's name....he knew that Shera was there after khazana. he didn't have to look at Ananya like that and she was also speechless! Initially I thoguht he was angry at Shera coz she did not listen to him and leave but the way he reacted to the Shera call (looking back and forth to Shera) he knew! and he moved away from her calling for Dharam. I don't think he was worried abt Dharam as such as he was in the safe zone. So...I know its hard to accept you guys but he knows
Plot wise it also makes sense! Now that khazana is found the 3 will split to their own ways and the love track has no way to progress. The only way it can is Veer to know the truth and go through a moral conflict (recalling all those memories with her) and end of it, let his heart win over his brain and goes to fetch her from her kabila :-) May be her father will also realise Shera's pain and allow the relationship but put Veer through some tests of the kabila before letting him her hand :-) What do you think...?