Anselme's Links
Rosie went from an arbitrarily chosen tool to pest, and eventually friend. Very ironic that he is unable to hurt her while she passively starves him to death. Still, there is something about the fact that she is the first human he can be around without scaring, and that's what opens up all his latent issues. He's very attached to Rosie and it works out that she's as mischievous as he is.
Rosie's abandonment+attachment issues come up pretty big here, as she figures it's ironic that she can only make people stick around if they're magically chained to her. She keeps up pretty well with his cruel jokes and mischief, and eventually becomes attached to him as he oddly enough shows more consideration and care for her than the real, actual humans that were in her life. She knows it's weird, but she'd do anything to make sure Anselme doesn't starve to death at her hands. She doesn't want to ruin the one good thing she has.
Anse is a long time rival of the Slenderman and was delighted to see it had a new plaything. He likes to check in on and bully Jeff, but he can't play too rough or Slendy gets upset. There is really nothing very deep about Anse's antagonistic motives toward Jeff... he just likes pissing him off.
Anse is an indiscriminate killer who does it for fun and that puts him straight on Jeff's shitlist. (Jeff doesn't care if that makes him a hypocrite somehow. He can still hate terrible people while being one.) When the other proxies show up, Jeff is very protective of them against Anselme, as long as they aren't jackasses about his warnings.
Cat is the second most fun person to mess with (Jeff being the first because of the whole Slenderman stuff). He doesn't have any long term plans for her, and enjoys letting her take the lead during their little tiffs. She's a momentary cure for his boredom. Although he doesn't have high hopes, watching her campaign against the Slenderman is interesting, in a common enemy type of way.
Catherine exercises caution as a standard procedure up until she gains the ability to fight back. With her newfound powers she doesn't tolerate Anselme's shitheadedness at all and is quick to lodge a tree through him, but unfortunately that only makes him want to stick around more. They are constantly in a tug-of-war that she's tired of but nevertheless has no choice to be in lest he cross a line and actually wind up killing her. Needless to say she's stressed out, but later on she comes to tolerate his presence as bigger threats begin to loom over the horizon. He's easy to ignore once you get the hang of it, and she never really found him scary anyway.