Wow aavshi when you mentioned doubts I thought it might be related to few things.... But yaar seeing your questions a whole new fanfic can be written! :D
Seriously not mocking, but this side of thoughts is interesting I say and unfortunately all your assumptions are wrong dear!
Aryan and Shaina are just colleagues. Even though they develop feelings later on in the show, upon which not much was emphasized on.
Both were married but to seperate persons. Aryan's wife and daughter were murdered by an unknown face. Shaina is a single divorced woman and has a son named Sunny.
About Aryan you got all right I guess. Photoframe on his side shelf is of his wife Niharika and daughter Pallavi. He is obsessed with the fact that he could not find his family's murderer. Later he comes to know how they were murdered through a terrorist named Bomber whom he encouteres in a case. But still the original murderer's face is unknown. And yes, he dies finally. 😭
As for Dipika, she comes in as the Acting Head of Special Squad to stream line it. Aryan gets under control with her around for the while much to Shai's disapproval and that is the time when Shai realises she has feelings for Aryan.
Dipika then leaves Special Squad because her work here is done and then Shai also leaves Special Squad for a teaching job considering her son's safety and future.
Then Dipika again comes to Special Squad as forensics head and yes she starts falling for Aryan Khanna!
Phew, that was a whole lot of doubts I have cleared. I hope you understood! 😊