Shaym is not in love with Khushi. because if he was, we would get some sort of feelings. He is just a creeper with lust on his mind. I don;t get why he would leave anjali for Khushi. I cannot fathom this, but Shaym has all the cards in his hand. One move and he can destroy Arnav easily, but the question is that ASR is weak in terms of Anjali but can Shaym always rule over ASR.
Shaym is not protecting Khushi at all. He is just playing his game. He wanted her to work in godown , not with ASR. I think he will play his game more open when Arnav and Khushi fall in love or when Khushi falls in love and confesses that she loves Arnav, then he will use every trick to seperate them.
I hope this show goes a bit different way and characters who don't support them at the moment, change for the better i. e mami and bua, and I don't mind they are evil, but mami has shown to care for both double A's and bua too, so ..