Yes - The A/C would be same. As a part of Winter Schedule (currently AI does not operate like this), AI 406 would operate as DEL-HJR via AGR and from HJR it would operate as AI-405 HJR-DEL via VNS. You can book it separately as you mentioned but I would be awry.
As a side thought, I would personally prefer to drive from AGR to DEL and catch a DEL-VNS flight rather than get into an AI mess
