One of the main questions revolves around how Yadav Tai and Anjali Mathur were connected.
When Sartaj goes to interview ex-IB officer KD Yadav, he finds a shell of a person with a brain addled due to a bullet to the head. However, when Sartaj mentions Anjali Mathur, it triggers something disturbing in Yadav's memory. She starts crying and pointedly says 'Bloody Mathur'.
There was also the massive revelation that Shahid Khan's mother and Sartaj's mother were sisters separated at birth. Despite its magnitude, the scene lasted mere moments.
Another character who's brain has started failing them is Shahid Khan's mother. Extremely old, frail, and likely suffering from Alzheimer's, she has a flashback to a time during the partitions where she was separated from her family, who were forced to leave the country. It then cuts to a scene where Sartaj's mother is looking at a family photo featuring the same woman.
Then of course, there's the question of whether Mumbai even survived, and whether Guruji is actually alive.
The second season cuts to black before we know whether Sartaj entered the correct code and saved Bombay, leaving us with a massive cliffhanger.
So there you have it - a big ol' bucket of questions with no answers in sight. It'd be quite sadistic to end the show while the viewers get so little closure, so it's possible they might make a third season. Even Game of Thrones did it!