I think that we are just overthinking because when Veer locked himself up in that room, they did not show what followed. I still believe that the guy outside is Veer and the person who hugged Bani is Veer too because he was wearing that sherwani, mujhko laga. And twin Veer would never hug a random woman because we don't know what kind of a person he is. Maybe he is as sarphira as his brother, but not bad. Something must have gone wrong with Jai and Bani assumed that Veer did it. She sees the twin and thinks he is Veer and attacks and kills him. But then real Veer who is in the sherwani enters and Bani realizes that she actually killed an innocent cheel.
What I am thinking more than twin Veer, that what are the consequences Sarvashresth mandbuddhi Adi Naagin going to face, now that she attacked first and killed an innocent cheel. Consequences to honge bhaiya, jaisa ki Bholenath ne kaha tha. Is one of the consequence marrying Veer?