The lead character does say that he won't reveal his name, but I guess there are subtle clues about his identities. Has anyone given thought in that direction?
NO. His caste is never revealed nor can be guessed. The guessing can could be made by listening to the words he speaks or his demeanor. But he spoke Urdu to terrorist which anybody from North India is capable of. His dress was normal like any normal person. He did not use any specific word or appearance that can bind him to any particular religion. His wife was wearing normal Indian apparel. So I can see nothing to make him bound to any cast.