Explanation:

- Option 1: Hazrat Ali

- Hazrat Ali was the cousin and son-in-law of the Prophet Muhammad. He was the fourth Caliph in Islam. There aren’t significant records linking him directly to the tradition of singing ghazals.

- Option 2: Hazrat Amir Khusrau

- Hazrat Amir Khusrau, often regarded as the "father of Qawwali," played a significant role in the development of ghazals in India. He was a prolific poet and a disciple of Hazrat Nizamuddin Auliya.

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- Option 3: Hazrat Nizamuddin

- Hazrat Nizamuddin Auliya was a famous Sufi saint of the Chishti Order but is more linked to spiritual teachings and practices rather than establishing ghazals.

- Option 4: Hazrat Shahenshahwali

- There's limited documented evidence directly connecting Hazrat Shahenshahwali with the establishment of the ghazal tradition in India.

In conclusion, Hazrat Amir Khusrau is the most correct figure in relation to the establishment of the ghazal singing tradition in India.