Relationship between Vax'ildan and Vex'ahlia

Two Sides of the Same Coin
As twins, Vax'ildan and Vex'ahlia are very close. They were born in the humble village of Byroden due to the union of a human woman named Elaina and an elven man named Syldor Vessar. The twins lived with Elaina for the first ten years of their life before they were sent to live in Syngorn, where their father lived. During this time, Vax had received training in the ways of the blade from his elven instructors and Vex proved to be a rather studious child in lessons. At one point in their youth, Vax had given Vex a pair of blue feathers during one of her darkest hours.

After several years of cold reception from the Syngornian elves, the twins set off on their own. They returned to Byroden, only to see their childhood home destroyed and their mother gone. Upon learning that a dragon was responsible for the destruction, Vex'ahlia spent the next few years of her life studying about dragons and learned how to hone her skills as a ranger in the chance that should she find the wyrm that killed Elaina, she would be able to exact revenge on them alongside her brother.

At one point, before returning to Byroden, Vax learned that his sister Vex had a stalker in Westruun, who paid a guild of thieves known as the Clasp to retrieve her for him. Vax gave the Clasp the living body of a child rapist that had been transformed to look like her and in exchange he was branded with their mark.

For quite some time after discovering the destruction of their home, Vax and Vex only truly relied on each other, but eventually the twins found their way to Stillben, where they met individuals that would later join them and become the foundation for the adventuring party Vox Machina.

During the party's travels, they arrived in the city of Emon. At that time, they had an unexpected reunion with their father, along with his new wife and daughter.

The twins were also very upset when they learned that they were going to be separated during the "Trials of the Take" for membership in the Slayer's Take guild. Despite their objections, Vanessa Cyndrial, the Huntmaster for the Take, did not budge. During this time, both twins expressed depression due to not being around each other, and thus were relieved when they finally reunited when Vex's team returned after Vax's.

Changes in Relationships
When Vax was near death during their first encounter with the Briarwoods, one of his final thoughts revealed that he considered Vex to be his best friend. As her brother fell unconscious, Vex immediately felt a sense of dread and took off running, following her previously-placed Hunter's Mark to the Briarwoods.

During the party's campaign to incite a rebellion in the city of Whitestone to rise up against their oppressive rulers, Vex had begun to notice her brother acting strange around Keyleth. As such, she made a conscious effort to make sure they didn't spend time alone. She later discovered the reason why: her brother had fallen in love with the druid, which was proven when he kissed her. When the conflict finally came to a close and she noticed Vax acting stranger, keeping his distance from Keyleth, Vex inquired as to what was going on but Vax told her that while any discussion was fine, anything about him and Keyleth were "off-limits".

That changed when the Chroma Conclave attacked, during which they discovered from Allura Vysoren that the dragon that occupied Emon and the dragon that destroyed Byroden were one and the same. They then promised to kill Thordak or die trying. Then, before dealing with the Clasp, Vax told his sister of the deal he had made to protect her from the guild.

During their return to Vasselheim, Vax finally did admit to his sister that he was interested in Keyleth. This news prompted Vex to tell the druid that if she really had an interest in someone (namely Vax), then she should just be direct instead of dragging them along because it was not fair.

A Bargain with a Goddess
When Vex suddenly died from a trap in the tomb of Purvan Suul, Vax was devastated. During the ritual to revive her, the Raven Queen herself began to appear, and Vax told her to "take [him] instead". The Raven Queen apparently agreed, as Vex'ahlia was successfully revived and Vax'ildan became the new Champion of the Raven Queen. Ever since, he became far more protective of his sister. He was also nervous and scared about his new position as Champion, so Vex did some research into the Raven Queen in order to reassure her twin that she was not an evil deity. And when Vax went to the goddess's temple in the Duskmeadow District, he explicitly told Vex to not join him inside.

Revelations and Reunions
During the party's venture into the Feywild to retrieve Fenthras, they ended up returning to Syngorn due to a deal they made with a satyr to retrieve specific items. During this return visit, they had another reunion with the Vessars, which quickly escalated to further contempt between Syldor and the twins.

Before they ventured into the tree in the Shademirk Bog where Fenthras was said to be, Vax had a conversation with Vex about how proud he is of his sister. But when Vex mentioned that everything he had said was just an act, Vax was in utter disbelief. After returning from the Feywild and before entering the city of Ank'Harel in Marquet, Vax ended up getting caught sneaking out of Keyleth's room by Vex after having spent the night with the druid, the two of them having become a couple the previous day. Taking this opportunity, Vax went into Vex's room and inquired about something that Saundor, the archfey that wielded Fenthras, had mentioned about Vex. After much deliberation, Vex revealed the truth of how she found her bear Trinket and how she had felt horrible over the many decisions she had made that were morally questionable. Vax, once again, expressed his disbelief but eventually acquiesced and dropped the subject.

Vax later discovered during Percy's resurrection ritual that his sister was in love with the human gunslinger. While resting in Scanlan's Magnificent Mansion after slaying Vorugal, Vax told Vex he was proud of her for landing the killing blow on the dragon. She accepted the praise, but felt he was stalling, and eventually he asked her how long she was going to keep torturing herself. Vex pretended not to understand what he meant but Vax didn't let it go. He didn't say any names, but he strongly suggested that she confess her feelings to Percy, saying that he had known about it for a while and that she should take the chance to be happy while they were all still alive.

Separate Ways
After Scanlan's second resurrection, Vax and Vex had a discussion about what may lay ahead for them both after slaying Raishan, namely the thought of the two of them choosing to live separate lives with their significant others.

During Vax's own resurrection ritual, Vex bargained with the Raven Queen directly, begging for her brother to be spared. She offered that in exchange for his return, Vox Machina would seek out Orcus and destroy him. The bargain seemingly accepted, Vax was then resurrected and the two of them in addition to Keyleth shared a warm hug.

They later had another discussion about separating after returning from the Nine Hells, and they came to an understanding that despite how difficult it would be, it would still be okay as they both had to learn to lean on others as opposed to each other.