That's what I think too mainly b/c their both orphans but if Kaali Thakur is their dad then why would Gauri get married to him (CV's never do that on purpose). So either Kaali Thakur is not Annika's father and Annika and Gauri are sisters or Kaali Thakur is her father and Gauri and Annika are just childhood friends. https://www.instagram.com/p/BQdc7qZDSqn/?taken-by=choudharychinky&hl=en
This is just the person's thought and her thought makes sense but we have been getting sister vibes since the first couple episodes. And I'm pretty sure Gul ma'am said she didn't want Annika coming from a rich background since Shivaay is always saying his NKK dialouge and she wants him to fall for Annika for who she is not b/c of her background. Let's see what happens. I'm team sisters but I get this strong feeling that the opposite will happen making them friends.