Her relationship trigger is as early as Episode 9 (Season 1), so you might have to go back a good while.
Viewing post in Tales From The Unending Void: Season 3 (v0.24) comments
That was the weird part, I was in a relationship with Lilly in season two but kept losing her when proposing the harem with Celine and thought I had to make it up later in the story.
But I finally found it. When Lilly finds out about Celine I always continued with both of them. But I had to then tell her about the others. My mistake.