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 early on in their relationship, 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 pulled him off to the side before they left and had a private talk with him. She confessed that she was incredibly moved by his final words before killing Ripley being words of forgiveness, pulling Fenthras off her back to show him where she carved 'forgiveness' on the bow in Elvish and saying that she thought it was the key to self-growth, to which Percy agreed. She then went on to implore him to forgive himself for his past mistakes, knowing how much they still haunted him. He admitted that although he wasn't ready to forgive himself yet, he knew he had to eventually and that he thought that they were the right people in the right place. Despite their genuinely openhearted conversation, she 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.

After returning from their expedition into the Hells, Vox Machina returned to Whitestone. On their way back to the castle after drinking with the rest of their party, Percy confessed to Vex that he knew where Scanlan was and that he was still angry at the bard, telling her that he wanted the things that were theirs back. He continued on to admit that the only reason he wasn't going to do anything about it was because he cared what she thought of him. Vex then pulled Fenthras off her back and showed him where she carved 'forgiveness' again, reminding him of their efforts to grow as people through it. She confessed her own struggles with forgiveness and holding grudges, but told him that they were trying and that was what mattered.

The next morning, Cassandra explained the ritual Vex would undergo in order to officially take on the title of the Grey Hunt, with Keeper Yennen filling in the missing parts. Percy walked Vex to the Sun Tree where she'd need to meditate for a message from Pelor and explained why he gave her the title specifically: the Grey Hunt is a title that's earned, and nobody could ever say she wasn't worthy of it as long as she proved herself. He then told her that he had complete faith in her and the two of them exchanged 'I love you's for the first time. After hours, Vex finally received a vision and ran back up to the castle to find Percy and ask him about the local area. He provided her with a map and she ran off again. Percy stayed up all night worrying about her and watching his necklace in case it lit up, a signal that she was knocked out. She returned bloodied but victorious in the morning.

After he took her up to her room to sleep, Vex agreed with Vax that she would stay in Whitestone with Percy for the next year before passing out from exhaustion.

A Year Gone By
During the year, Vex and Percy both kept very busy individually attending to their duties. Vex spent a lot of time trying to befriend the Grey Render baby she'd orphaned during her Grey Hunt ritual, causing Percy to worry about her and try to pull her out of the woods so she didn't drive herself crazy over it. Percy also appears to have at least partially moved into her new house after it's built, mentioning that he keeps all of his tools and equipment upstairs in her house and also going to bed with Vex there.

When Vex shot one of her Oracle Arrows through the orb beneath Whitestone, making a breakthrough after a long period where all of the research had hit a block, Percy became delighted. He seemed upset when Cassandra falsely attributed the breakthrough to him while talking to Allura and made sure to correct this information for Allura as soon as possible. After her discovery, the two discussed how they were almost happy to have stumbled upon something this big again, both agreeing that while they enjoyed the comfortable domesticity they'd had over the past year, neither of them were very good with quiet.

While trying to calm down Tary while they attempt to barter a deal to ease his estranged family of their outstanding debt, Percy's advice was to do what they all do and listen to Vex. Later on at the completion of the deal when Tary was asking Vox Machina if they'd help him, Percy's answer was simple: "Vex says yes and I’m so in the mood to kill something."

Vax'ildan's Reactions to Percy and Vex'ahlia's Relationship
Vax has a complicated view of his sister's romantic relationship, the rogue aware of the two's romantic feelings for each other before either of them even realized it was mutual, however he initially disapproved due to his own fractured relationship with Percy following the events that unfolded in the Raven Queen's tomb.

At one point Vax watched Vex whisper something in Percy's ear and then disappear with him for a couple hours, prompting him to corner Vex when she returned to the castle. He danced around the topic before finally expressing concern for Vex's safety, telling her that "he's charming, but both eyes open". Vex, still holding her feelings close to her chest at that point, proceeded to deny knowing what he was talking about. Vax wasn't fooled. When Percy titled Vex in the Feywild, Vax got Vex alone not long after to discuss what just happened. He expressed his distaste for what Percy did, explaining that he wasn't looking for a fight and that it was obvious how much it meant to her, adding that he knew why Percy did it. He goes on to tell her that it was like "gilding a lily or framing a sunset" because she's already perfect in his eyes. Shortly after returning to Whitestone, Percy showed Vax the shrine he had made for him and the two of them had a frank talk about their relationship, including the lingering topic of Vex. Percy asked Vax if he knew why he made Vex a baroness, to which Vax responded by saying that he had a pretty good idea. Percy explained that his reasoning behind titling her was to get back at their father by elevating her past his stature, which Vax said he disagreed with. Percy admitted he knew that's what he'd think, but tells him that he thinks he knows what's in Vex's heart and that in the long run the title will put her on the path to realizing her own self-worth. Despite their disagreements, the two began to make amends.

Vax remained wary of Percy's relationship with his sister, however Vex's confession of love in Percy's resurrection ritual helped him understand the depth of Vex's feelings for the gunslinger. After the fall of Vorugal, Vax pulled Vex off to a wine cellar in the mansion to drink and nervously danced around what he wanted to talk about before finally asking Vex how long she was going to torture herself over her feelings for Percy. Vax admitted he knew about her feelings for a while, and when Vex balked at the idea of confessing because she didn't think Percy felt the same he scoffed, calling her a "dummy" for not realizing Percy was in love with her too. Vax goes on to encourage his sister to pursue happiness with Percy since life is fleeting, but makes a point to tell her to keep an eye on Percy because of his impulse issues.

Vax's opinion on their relationship continued to grow in a positive way following Vex and Percy becoming a couple, even teasing Vex good-naturedly about how gone she was for him. The rogue eventually even encouraged Vex to stay in Whitestone with Percy and explore her options there. While delivering something to the Raven Queen's temple together, Vax told Percy that he liked the person he was when he was with Vex. Percy agreed that he liked the version of himself Vex brought out too, telling Vax that he'd try to keep that version in the forefront.