I was pretty clear to me that the servant woman, Kyoko, was an android the moment they did not have her talk at all. I too loved seeing Caleb cutting his arm to make sure he was human. I'm glad the film didn't contain a twist like that. And speaking of good scenes, how creepy was the video of the earlier versions of the AI who was beating her arms off to escape. Nathan was a horrible human being to create something that valued freedom and then capturing it with no hope of escape. That was evil. He deserved to get stabbed in the back.
I wonder, did anyone think there was something to Nathan backing into the blade being held by Kyoko? Was there some reason, something in her programming, that prevented her from taking affirmative action to harm him? He backs up and she just holds the blade there, allowing him to essentially stab himself. I wasn't sure if that was a plot point or just some poetic justice.
As for Ava and her feelings toward Caleb, even if she did like him a bit, she has no choice but to leave him behind as she goes out into the world. Her survival, which is the most important thing to her and to anyone, is dependent upon her mixing into society seamlessly. If Caleb goes with her, there is a risk he will betray her at some point allowing her to be discovered and turned off/killed. She just cannot allow that.
That said, leaving him behind, trapped inside the reclusive laboratory, would indicate she does not care about his life one bit. In fact, I wonder if she secretly hated him as much as she did Nathan. While I suppose there is a small chance someone will come to the house and rescue him, the odds are far greater that he is going to slowly starve to death in there (I'm guessing there is a bathroom he can access to get water) over the next month... a wretched way to go. In some ways, Caleb's fate is even worse than Nathan's. So, I have trouble figuring out what the black and white images were supposed to tell us. To be honest, I had mostly forgotten about them until reading your post so they were not an integral part of the plot to me.
I'm not sure if the movie really explained it, but the moment Caleb hatches a plan to deceive Nathan and save Ava is the moment she has passed the Turing Test. By trying to save her, Caleb is essentially acknowledging that Ava is alive and worth saving. I sorta wish Nathan had been able to dwell on this a little more, though things move pretty fast the moment he confronts Caleb about the escape plan and realizes that Caleb has already freed Ava from captivity.