If I were to cite every inconstancy in this story - be it storyline or character- it would be a book on its own.
At this moment even the creatives and writers have no idea as to what happened and should happen.
So in short, the original storyline was that Anurag tossed Prerna off the bridge while Komolika took the baby to the orphanage. The orphanage suffered a gas leak and blew up killing Sneha before Prerna and Bajaj could get there. (This was because creatives had no idea as to what they should do with the post delivery baby that was already two months overdue.)
SO...
In yet another flopped attempt to correct a storyline, Anurag is now shown as a conspirator in separating his daughter from her mother. His childish belief that everything would be fine and failure to follow though on his actions (I'll even overlook his stupidity for believing Komolika) casts him as the worst father on earth this century.
So yes - well done creatives.
Anyway regardless of the name of the orphanage, the fact that the one where Sheha was, burned down - makes it hard to believe that he even followed up or bothered to support an orphanage.
Because if he had he would have known.