I don't ask why she did, what she did like the other questions. I also don't want to touch the philosophical discussion what she realy is, AI, self aware, sentient, ...
I "just" concentrate on the question if she has feelings.
I define "have feelings" as that she perfectly shows having feelings and we can not tell the difference between simulation or real feelings so for all purpose she acts as if she has feelings.
This definition is not meant as made up by me. I tried to boild down what I catched up about such definitions. So feel free to correct or advance the definition.
In the movie we are shown that AVA develops feelings for Caleb and vice versa.
At least on the first look. In fact the expression of any feelings from AVA is quite poor. The smiles most of the time, she looked concerned when Caleb told her about his parents and she looked and spoke serious when warning Caleb of Nathan during the power outages. Compared with the earlier model we saw in the videos this is quite poor. The earlier model becomes angry and desperate, screams "Let me out" and attacks the glass wall breaking her own arms, despite it/she must have known about the futility. This to me is a much better display of "true" feelings, than everything AVA (the advanced model) does. She always acted in a very controlled way. She tells Nathan she hates him but she didn't become or act angry. She told Caleb she wan't so be with him and she missed him, but shows no passion. When Caleb told her about her future fate according to Nathans plans she does not display any sign of fear. Even when killing Nathan she does not display something like hate. In the end we learn that even the poor display of feelings for Caleb were not "true" but just manipulation. So by the above given definition does she have feelings? One could argue that she shows having feelings (far away from perfectly) and we cannot tell the difference (with much good will) up to the point where she left Caleb. At that point we know it was a simulation therefore failing the "can't tell the difference" rule.
So, by this (or other rules) does she have any feelings?
I try to elaborate what I mean with "have feelings".
First, I'am aware that it is only semi determinable.
Imagine a man shows love for a women. The woman falls in love, too. They marry. Up to this point, by observation, it is highly probable to us that the man has true feelings for the woman. Shortly after, he cold blooded kills her without hesitation to inherit her money (and we observe that). Now we would completely agree that the feelings weren't true, but only pretended. When the man goes to jail and is sad, we would again think that this are his true feelings, until he shows us that he only pretends to be sad.
The married terminator in the Sarah Connor Chronicles. A terminator was able to marry a human woman. He seems to be completely able to show feelings for her and behaves indistinguishable to a man with true feelings. We would say he really has developed feelings. But then he is called to his mission. Without any hesitation he (unnecessarily) kills his wife without hesitation and fullfils his mission without any regret to completely loose his former life. It is clear that all the feelings where just simulated and not real. Until he does not show us other feelings (of course we will be sceptical now), we would not say that he has developed true feelings.
So we come to Ava. She does not show much feelings at all. She doesn't become angry, shows no fear, no desperation, no desire, ... From what she says we can get the impression she developed feelings for Caleb. But in the end we know that thoose feelings where all pretended/simulated.
I also do not see where she shows feelings for other machines. She never asks if there where other machines. She does not protect the other machine, despite she helped her escape. She did not become angry when nathan damaged the other one and she also made not any try to help or repair her. So where did she show feelings for other machines?