Yeah, I don't think there's any tie up between Afghanistan and Pakistan team. When it comes to training. They might train in the same country, UAE but I don't think the Afghans train in Pakistan. It's a possibility though, they could train in Pakistan as well as in India as, the talented players get selected for the premier leagues of each country and they train with those respective teams.
Majority of Afghan players were born, raised and trained in Pakistan. See profile of players like Mohammad Shahzad and Nabi they were part of domestic teams in Pakistan. India giving importance to Afghan players is just to gain political influence in Afghanistan. If India is that much interested in promoting cricket then they should have helped Nepal cricket.