Walkup = the fare you pay day of departure.
If I were you, I'd book 2 separate tickets and fly JAI-BOM on the last flight the day before (I think 9W has one at 9PM or so).
If ExpertFlyer shows no fare for a given city pair, it just means that the ticket will require a fare break. In this case, you could issue JAI-DIU on a single AI ticket, but AI'a flight timings don't facilitate a convenient connection.