The woman Payal Singhvi alias Aarifa Modi was produced in the court during the hearing of the case and refused to go to the Nari Niketan, the counsel for her brother, Gokulesh Bohra, said.
The woman's counsel objected to her being kept at the shelter and contended that as she was a major, she should be free to exercise her will.
Meanwhile, Additional Advocate General (AAG) Rajesh Panwar submitted documents pertaining to conversion provisions in the state as directed by the court.
The court then listed the matter for hearing tomorrow.
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Pulling up the state police over its handling of the case, the high court had last Wednesday directed it to register an FIR and submit a report after the woman's brother claimed that it was an instance of 'love jihad'.
Hearing a habeas corpus petition filed by the woman's brother, the bench had expressed anger over the "negligence" of the police, which allegedly refused to file an FIR on her family's complaint.
The court questioned as to how the police could assume that the girl's conversion was legal "just by way of an affidavit over a stamp paper of Rs 10", when there was no provision in law in this regard.
She was made to sign some papers by him and fake marriage documents were prepared, he alleged.
When the family members could not find her, they approached the police which refused to file an FIR stating that Faiz Modi had already produced proof of marriage and an affidavit of religious conversion by the woman dated April 14, the brother had alleged.
He alleged that she was blackmailed by the accused with objectionable pictures and forced to convert to Islam and marry him.
The court had directed that the woman be sent to Nari Niketan (women shelter) for seven days and instructed the police to ensure that no one meets her there.
Police had filed an FIR on the direction of the court.
The matter came in the backdrop of the controversy over a case of a Kerala Hindu woman, who had converted to Islam before marrying a Muslim man, Shafin Jahan.
It was alleged that the woman was recruited by Islamic State's mission in Syria and Jahan was only a stooge.
Ashokan K M, the father of the woman, had alleged that there was a "well-oiled systematic mechanism" for conversion and Islamic radicalisation.
Jahan had on September 20 approached the apex court seeking recall of its August 16 order directing the NIA to investigate the controversial case.
The matter is now before the apex court.