In this question, we are given four options, each pairing a specific Air Command with its respective location. We need to identify the pair that is not correctly matched.

1. Western Air Command: Delhi - This pair correctly matches the Western Air Command with Delhi, indicating that this is the headquarters of the Western Air Command.

2. Central Air Command: Allahabad - This pair correctly matches the Central Air Command with Allahabad, indicating that this is the location of the Central Air Command.

3. South Western Air Command: Mumbai - This is the pair that is not correctly matched. The South Western Air Command is not located in Mumbai.

4. Eastern Air Command: Shillong - This pair correctly matches the Eastern Air Command with Shillong, indicating that this is the location of the Eastern Air Command.

Therefore, the correct answer is option 3, which states that the South Western Air Command is located in Mumbai, which is incorrect. It should be noted that the South Western Air Command is actually located in Gandhinagar (Gujarat).

Alert - correct answer should be: 3 - South Western Air Command: Mumbai.