Could it be that Baji may play a role in all of this? I have a feeling he will keep NOT a suspicious eye, but rather an OPEN eye on Naku. Notice what she does or says, notice if anything is amiss. It's unlikely, but he may confront Naku about Anna's words. Dutta definitely will not ask Naku, but Baji, out of concern for Bhao, may ask, and beg Naku that if she is in fact keepign something that will hurt Bhao, then she needs to be honest NOW.
What do you think?