Kaori is close to shea as one of hajime's companions and they love the same person although kaori often feels jealous of her being the second person that hajime accept as special. But hajime and yue’s romance is done pretty well in later novels and bonus stories. I know where you are coming from though as it feels like we should have gotten more scenes from them in. As time passed hajime and yue began to see shea as part of their family, but to shea's and shockingly yue's great disappointment, hajime could not see shea in a romantic light. Hajime is a demon lord (typically considered entitled to a harem) and yue wanted to surround herself with a loving family.
Yue usually loves to bite hajime and drinking his blood as her sexual nature. She helped train hajime so that the two of them would be strong enough to protect each other.
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