Pandu-lena Cave Shrines lie in the gorge of Narmada river.
Amaravati Stupa lies in the gorge of Godavari river.
Solution
The Ajanta Caves are located in the horseshoe-shaped gorge of the Waghora (Waghur) river in Maharashtra. Sanchi is not in Chambal gorge, Pandu-lena caves are near Nashik (Godavari basin), and Amaravati Stupa is on the banks of the Krishna.