Relationship between Percy and Vex'ahlia

Birds of a Feather
Back when the group that would later become Vox Machina sought to save Grog from being a lich's phylactery, Vex'ahlia first met Percy in a dank prison cell, the gunslinger having been imprisoned after he had tried and failed to kill Anna Ripley. Since then, the two had immediately established a rapport, including Percy giving all of his money to her from the day they first met. Percy would later think of Vex's greed as endearing.

Percy developed an infatuation for Vex from the day they first met, but had kept it to himself and buried his feelings deep down because he never considered them being together to be "healthy". From time to time, Percy was eager to create custom ammunition for Vex, Hawkeye-style, such as when he made her a grappling hook arrow and three exploding arrows. The results of the tinkering earned him a kiss from the ranger. It was ever since his first gift to her that Vex started having feelings for the gunslinger but, like Percy, kept those feelings buried within her.

Fighting the Darkness Inside
When Percy revealed his past to the group about the Briarwoods, Vex was among the first to show her support in helping him deal with the villainous power couple. When in Whitestone, after killing Kerrion Stonefell, she gave Percy a peck on the cheek, assuring him that he wouldn't have to face his darkness alone. Despite the temptation, Vex refrained from looting his family home, and after Percy had killed Professor Anders, she reached out to him out of concern. When they fought the Briarwoods at the Ziggurat, and Vex had plummeted to the ground after nearly getting killed by Lady Briarwood's Finger of Death spell, Percy shot off her arm in retribution—rendering Delilah unconscious—and jumped down to help save the ranger. And when Percy was fighting the temptations of Orthax, Vex begged for Percy to fight the monster inside him.

Death, Rebirth, and Flight
Percy and Vex's friendly yet flirtatious relationship during their time together had also led to moments such as purchasing black powder from Victor. Percy had to convince Vex to give him the money needed with a promise to make her something nice. However, Percy and Vex's eagerness to loot Purvan Suul's sarcophagus led to Vex dying from a necrotic explosive trap.. Percy felt immense guilt for his negligence and had to apologize profusely to her twin brother Vax'ildan as well as Vex herself. But while Percy felt he owed Vex because he triggered the trap, Vex felt a sense of freedom after experiencing death, understanding how important it was to seize opportunities in life.

After Vex stole Gern Blanston's Broom of Flying and fell from it, Percy began modifying it to add a strap so Vex wouldn't end up separated from the broom when falling, as well as stabilizing leg grips to aid in her archery aim while flying. He eventually finished his customization of the broom before they departed for the Feywild, renaming it Death from Above.

The Masks Begin to Crack
Percy was the one that Vex allowed herself to drop her guard around when she told him about her upbringing and how it deeply affected her growing up, after which Percy did his best to reassure her. She then asked him to stay by her side when they would enter Syngorn. Percy later granted Vex a title, surprising her with it when he tried to raise her worthiness to her father, Syldor Vessar. The title granted was "Lady Vex'ahlia, Baroness of the Third House of Whitestone and Grand Mistress of the Grey Hunt".

During their search for Fenthras, Vex confessed that Percy was the first person that was always there for her other than Vax. It was around this time that her feelings for the gunslinger truly began to come to the fore, as proven when she was tempted by Saundor with the promise of power in exchange for her heart. She ultimately refused the archfey's offer with the words, "My heart is someone else's."

Each Other's Hearts
When Percy was killed by Ripley, Vex was the most devastated and dealt the final blow that ultimately took the doctor's life. When Percy was brought to Whitestone so that Pike could resurrect him, Vex had found an unmarked letter that was later revealed to be a goodbye letter that he had written in the chance that he would not survive the coming days. It was during the ritual that Vex finally confessed her feelings for Percy, unsure whether or not he heard her, and sealed it with a kiss. He was shortly resurrected afterward thanks to her efforts along with those of Pike and Keyleth.

After Vorugal was slain, Vex was encouraged by her brother to confess her feelings to Percy. The next day, she had a private talk with him, but could not bring herself to say anything about her feelings for him. As the conversation ended, Percy kissed her and walked away.

Felling the Conclave
Before leaving Whitestone to begin the siege of Emon, Percy knocked on Vex's door holding a bag. Through the door, Vex asked if it was time for their "later talk". When Percy said no, Vex opened the door—completely naked. Caught off guard, and after being asked if they wanted to talk "before or after", Percy entered her room and began pulling various bottles of alcohol out of the container. He then shut the door behind him and they had sex together for the first time. When Vex fell in battle against Raishan and died, prior to Pike's successful attempt to resurrect her, Percy's reaction was him "screaming to the world", echoing Vex's reaction to his own death. Percy himself felt helpless when his lover was on the verge of being pulled into a mass of writhing corpses, but thanks to the intervention of Keyleth and Kerrek, both she and Pike were spared. The gunslinger, relieved that she was safe, smothered her with a hug and a kiss, enduring some good-natured ribbing from Keyleth. In their final battle with the Diseased Deceiver, Percy himself was slain once again, but fortunately he was brought back thanks to Pike. He then woke up to a crying Vex who kissed him over and over. A few days later, en route to Vesrah, Percy did admit to Vex that he did overhear her confession and apologized for not telling her.