I will choose to reserve my thinking on Chandeena.About Abhay and Pia, yes, definitely, there is no doubt that Pia is falling more and more deeply in love with Abhay with each passing day. I loved how Pia, flatly, refused to believe Abhay when he was lying. She knows him too well, doesn't she? When she hugged him in the last scene, it was like she was assuring herself that he was really there (btw, was he?) and at the same time, conveying that she was now his forever. She, again, repeated today how her life belonged to him. She overheard the Chandeena conversation and swore that she would stand by Abhay and not let him be alone ever. Her only aim in life now is to see Abhay happy and pull him out of his dark past, be his hope of light. Seeing her obsession, Poco, I'm sure she'll surely destroy herself for Abhay. I guess Abhay can see this, too, and that's the reason why he wants Pia to stay away from him. Unfortunately, he can't stay away from Pia specially when he knows that her life is in danger. So now he is stuck: he can't be with her and he can't leave her. He's trying his best to save Pia from himself but how can he save someone who doesn't want to be saved? How can he prevent someone from getting burnt if she wants to get burnt? He will have to ultimately give in.
By the way, speaking of Pia, she's really stubborn, isn't she? I can't believe the stuff she said to Madhu about Arnab! She's such a nice girl it's sad to see so much bitterness in her for someone. And it's not like she hates Arnab. She really respects him but she hates him for what he did to her and her mother. She just hates him as her father, not otherwise. Sad! I'm not really going to blame her thinking, I know where she's coming from but nonetheless, it's wrong and I would beg her to reconsider.
Well, at least now we know that Pia doesn't believe in fairytales. Good for her, specially, since her love story is going to be anything but a fairytale!