I think she told the whole thing to Shiv while they were showing the flashback. Otherwise there was no need to show the flashback - she could have just said the one sentence and left.
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I think Anandi was just recollecting it. Thats why Shiv had this intrigued look on his face when she talked about character and stuff. Also Anandi woudnt share those details with him at this point. Its too early for her. Based on her recollection, she warned Shiv, thats all.