No they are not siblings. Atharva is Pallavi's brother (I don't remember her name). Everyone calls Anupriya Mai in the home, I think that's why Atharva also calls her Mai. And Kalyani is Ahilya's granddaughter (still not revealed in the show).
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Hope you got the answers on Kalyani-Atharv relationship from another fellow forum member^^
about Why Kalyani hate Anupriya despite Madhuri (her mother) being the 2nd wife, is she actually didn't knew the truth that her mother was the 2nd wife.
Madhuri said Anupriya's name to kalyani at her last breath, meanwhile Kalyani gets to know about Atul's affair, so that she connects the dot & blames Anupriya for everything happened.