The journey begins from Mumbai to Kolhapur , Sindhudurg via Goa , Ajanta Ellora Caves , Nashik and back . The trip begins from Mumbai to Kolhapur , Sindhudurg via Goa , Ajanta Ellora , Nashik and back . The journey starts from Mumbai to Goa via Nashik , Ajanta Ellora Caves , Kolhapur , Sindhudurg and back again .