Ani did you look at his expression when Annika just stood up straight when she realized that she was sitting on his lap. Shivaay's face sad that he didn't wanted her to get up, the way he rolled his eyes when she stood up straight showed that he just didn't understand why she just left while he was all getting cozy with her. Caressing her hair.
He didn't like it when she stood up and stands away from him.
When they both were lying down on the bed he said to himself, "Annika tunhare chehre pe he Jo sukoon hai na use mai kabhi jaane nahi dunga "
All he wants is to give he comfort, take away all her problems. In the same night while there hand wrestling he also flew a kiss on her. He asked her to enact it too, he was teasing her all the way. Later he also pulled her close to him almost stuck his body to hers.
Not to mention the scene after the gunshot sequence, the hand sex as you all named it and of course the dard scenes which obviously showed his desire.
All I want to say is that Shivaay is a very romantic person. In yesterday's episode too he was teasing her with the,"jism ki bhookh" dialogue. I don't think its in anyway related to his wrong assumption of Annika being Annika Bajaj. It is their chemistry dear. There is nothing such as you think it is.