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 afte 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 some point in their youth, during one of her darkest hours, Vax gave Vex a pair of blue feathers which she now wears in her hair.

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.

At some 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. Vax would initially claim to Vex that she had been marked for death by the Clasp, before later admitting the truth about his history with the organization.

For quite some time after discovering the destruction of their home, Vax and Vex only truly relied on each other. Eventually the twins found their way to Stillben, where they met the individuals who, together, would later become the adventuring party Vox Machina.

The twins were upset when they learned that they would be separated for the "Trials of the Take", which would earn them membership in the Slayer's Take guild. Despite their objections, Vanessa Cyndrial, the Huntmaster for the Take, did not budge, insisting that she wanted to see how they performed while separated. Both twins expressed depression during their separation and were relieved when they finally reunited with each other after the trials.

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, Vex began to notice her brother acting strangely around Keyleth. 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. When the conflict finally came to a close and she noticed Vax keeping his distance from Keyleth, she asked what was going on. Vax told her that while any discussion was fine, anything about him and Keyleth was "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 had destroyed Byroden were one and the same. The two then promised to kill Thordak or die trying. Before a meeting 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 prompted Vex to tell Keyleth 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 was killed by 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 has become far more protective of his sister. Because he was nervous about his new position as Champion, Vex did some research into the Raven Queen to reassure her twin that he was not serving an evil deity.

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 visiting Syngorn thanks to a deal they made with a satyr. During this return visit, Vax and Vex 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. 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, Vex caught Vax sneaking out of Keyleth's room. Vex took the opportunity to have a discussion with her brother, and eventually revealed the truth of how she had found her bear Trinket and how she 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 Percy. 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 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.