Hi hi Yoko! I’ll split this into two parts so I don’t keep your imagination waiting too long hehe~
Shyloh
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He’d probably faint in her arms instantly. If not, he’d bury himself into the crook of her neck just to feel her warmth. He’d whisper about how this is the closest he’s ever been to her, and that all his years of worship finally paid off >w<
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If he ever saw someone else in Sev’s arms though? Yeah, he’d lose it. Tears, rage, and probably tearing the poor pixie apart for taking his place.
Yulen
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He’d immediately argue over who should be doing the carrying. “I’m the SSS-class hero, I deserve the top spot!” He’d try to wiggle free, but if Sev insisted, he’d climb onto her back instead, piggyback style, press his face close to hers, breathe in her scent, and bite her cheek while muttering how delicious she smells.
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If he saw someone else in Sev’s arms, he’d challenge them to a fight right then and there: winner gets the carry. And with his “Khashm” powered up, he’s certain he’ll win.
Helios
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He’d cross his legs dramatically, making it harder for Sev to hold him, maybe even claw at her neck with his nail accessories. He’d whisper about how weak she is for getting hurt so easily, then smugly pressing the blood on her white coat, marking what will soon be his.
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If it’s another hero in Sev’s arms, he’d demand to know how they dared to act like so toward their God, snap his fingers, and order them to leave. If it’s Shyloh, he’d brush it off as beneath him, while also claiming he’s clearly the better choice.
Merka
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Like in his CG, he’d flail and blush like a tomato, but he wouldn’t actually try to get down. He’d cling onto Sev’s shoulder or arm for dear life, asking nervously if she does this with other pixies too. If she says no, he’d cling tighter, maybe even wrinkle her coat or tear her sleeve just to make sure she's stay beside him even if it's in the form of a scolding.
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If someone else was in Sev’s arms, he’d mock them endlessly at first... but once roasted in return, he’d retreat to his forest corner to sob in secret, spiraling into self-deprecating tangents about how he wishes he were in their place.