PRG - PYG is already connected to PRG directly.
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ALD - PYG can be connected to ALD relatively easily. It will require a new curve on the PRG line in the opposite direction to the current connecting curve towards PRG, some small pieces of land will need to be acquired but majority is empty.
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ALY...
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- In my opinion. It can be connected to ALY but with great difficulty. It will require the curve mentioned above. In addition, this route will require some way of connecting the PRG-ALD line to ALY as well, which is not going to be easy since the area is heavily populated.
OR
There can be an continuation of the PRG-PYG line under the ALY-Daraganj line all the way to the parade ground from where defunct lines to ALY already exist, which will need refurbishing. However, this will require building an underpass below the ALY-Daraganj line which won't be easy since its a solid earth embankment that will need to be tunneled through, likely requiring a complete block on the line above for a significant duration.