The dialogues are not clear
What I understood is its Dadi who has said Anika to wear sindoor and manglsutra by shivaay's hands. I think shivaay got a call from private investigator because he was like Anika patha nahi tum kaha hu, gis halate main tum hu and gin logo se tum ( sorry for my bad Hindi, hope u all will understand) and he stops abruptly seeing Anika holding the box of sindoor in one hand and holding the manglsutra in the other.