It's almost like Azure is two different people between last episode and this one with how fast they're playing "no, really, he's actually a nice person deep down!" card, lol. It seems like he's got a lot of his own baggage, but it's still some real quick turnaround after he was so scary last time. It's also sort of funny to me that Nina had a moment of "sure, being a starving orphan isn't great, but royalty has problems too" when like, no, the level of hardship is very much not comparable - you definitely would have died on the street if you hadn't been kidnapped.
I noticed this time that the storybook in the ED appears to have a page for every episode that they're filling in with colors and details as we get through them. I think that's really neat.