I highly doubt that. Though i have left a message with people who served in that time. will come back.
If i rememebr correctly there was talk that we trained with the SAS during the first Ajeya Warrior in the early 2000s because our SF was involved in the ex. However there is no confirmation other than Indian Fanboy sources. And if i am not wrong - any subsequent AW Ex - was all conventional forces only.
Remmber 2002 was post kargil and nuclear test and Godhra. we had diplomatic and economic issues as the GWOT was ramping up.
HOWEVER - at that time US Army Rangers, Polish / French SF and Parars, USMC - all came to HAWS and CIJWS for work ups before deploying to AStan and elsewhere - the SAS Could have come (not sure) but I doubt it had anything to do with cross training with SF.
Again - just as a FYI - i could be wrong and we do train with the SAS today and its not a PR Stunt (no press release) - I am just saying what went down in the 90s - its almost ancient history now so times could well be different with a new Gen/culture of soldiers and officers within our SF