Hindi in Arabic script
Urdu and Hindi are very similar and have the same origin, it would be cool if we had the option to learn Hindi through Arabic script as it is easy for native Arabic speakers.
Devanagari if far easier to learn than Arabic alphabet. I learned Hindi in Devanagari first, then learned it in Arabic alphabet. It was a good experience because it taught me some of the "real" spellings of words. But then again, it can be easier to use Devanagari and not worry about those "real" spellings and only worry about how it sounds. 'ain, ghain, khaaf, etc have no meaning in Devanagari.
Since you already know Arabic alphabet, you should be able to adapt quickly after studying Hindi. Just get an Urdu book to practice reading.
One challenge you might actually find though is that true Urdu is written in Nastaliq. This script/hand is a lot harder to read/write than the Naskh used for Arabic. That's another reason why beginners would have a really hard time learning Urdu through Arabic "Nastaliq" alphabet. It was only after I studied Arabic (in Naskh) that I was able to return to Urdu and read it better.