Blue's Links
Blue is, simply put, head over heels for Orange and incredibly devoted to her as a whole. While their initial interactions were practically near-death experiences for Blue, he was inexplicably drawn to her and became determined to get close to her despite her violent nature. While managing to avoid death and confusing the absolute fuck out of her with his persistence and feelings, a genuine bond blossomed between the two, and they are considered to be dating despite never verbally recognizing the relationship as official.
Blue believes Orange is his soulmate, and thinks so highly of her that he would do absolutely anything to ensure her safety and contentment, including making himself an accessory to her crimes. Sadly, interacting with her has also led him to discover that he has a massive blood kink, which may be at least partly responsible for him being so attracted to her from the beginning.
Orange has grown to positively adore Blue as well as reciprocate his romantic feelings, but she is significantly less emotionally receptive and struggles to show it properly. Due to her extreme paranoia and distant nature, it took her some time to warm up to Blue and his advances, and she has nearly killed him at least thrice since they first met. As of the present, however, she internally considers him to be her partner and genuinely enjoys his company and affection.
While Orange loves Blue, she is incapable of understanding him emotionally and continually encounters confusion over this. She also, despite the realness of her feelings, willingly takes advantage of him, having grown to recognize that he will sacrifice anything for her and she can benefit from his selflessness.