Explanation:

- Option 1: Ananya Birla

- Ananya Birla is a contemporary musician and entrepreneur from India.

- She hasn't been awarded a Grammy.

- Option 2: Anushka Shankar

- Anushka Shankar is a renowned sitar player and composer.

- She has been nominated for the Grammys but hasn't won it.

- Option 3: Asha Bhosle

- Asha Bhosle is a legendary playback singer in India.

- She has been nominated for the Grammy Lifetime Achievement Award but hasn't won a competitive Grammy.

- Option 4: Tanvi Shah

- Tanvi Shah is an Indian playback singer.

- She became the first Indian woman to win a Grammy for her contribution to the song "Jai Ho" from the movie "Slumdog Millionaire."