Over the Sky | Image Gallery | Artbooks | Last Exile Chronicle | 146
Due to Delphine's actions, Lucciola was lead to act more cautious and careful in response. Dio, who noticed Lucciola's hunger, would secretly give him food, which resulted in the bond between the two of them deepening. So Delphine's jealousy-based actions backfired in this way.
On the surface Lucciola kept his personality and attitude insipid more than necessary as Dio's servant. This sort of prudent behavior from Lucciola reassured Delphine, and her doubts about him slowly faded and grew weaker. If Lucciola had boasted the affections that Dio had for him, or showed any sort of familiar attitude toward him, Delphine would have killed him without hesitation.
Dio being Dio, he took an interest in Lucciola's cold and detached mannerisms, wishing to know and see the true feelings that were hidden behind his expression. So he would constantly act in an unrestrained manner in order to see Lucciola's expressions change to troubled and sometimes angry. Though he hoped that perhaps someday he would maybe show him a smile. Dio's character was full of selfish abandon and curiosity that caused him to go and poke around at anything he found interesting, so this troublesome behavior was easy for him. Lucciola, who always following him had to stay one step ahead of him, sensing any potential danger as Dio satiated his own curiosity and interest in things.
Dio's actions gave Delphine peace of mind. Dio showed no interest in the internal workings of the Guild or its politics despite his intelligent knowledge of things, preferring his day-to-day self indulging instead, and this was the most desirable situation for Delphine. That's why she allowed Dio to do as he pleased, and did not worry when he didn't return home from the Horizon Cave. This was also because had she decided she wanted him to return, she could just give an order to Lucciola via the communication device in his earring.
And she was not wrong with that expectation, as Lucciola was the one who got Delphine on board the Silvana. But this action, rather than simply acting in accordance to her order, was to prevent the situation from going from bad to worse, as going against Delphine's order would have undoubtedly resulted in the massacre of the Silvana's crew. While with the Silvana, Lucciola witnessed changes within Dio, and with the battleship's forces so powerful, he hoped that it would be the instrument through which he could have given Dio his freedom. But because of the imprint of submission and absolute obidience he was taught, the possibility of Lucciola attempting to take Delphine's life then and there was low. It was possible to buy some time at the cost of his life if he was able to take out the forces around Dio, but the rest of the Silvana would have been easily eliminated by the Guild pilots in their starfish. The only key to hang on to was the person Dio had taken an interest in: Claus, regardless of how well he would work as one. So Lucciola made sure to take every action to restrain Claus when he acted in ways that would invoke Delphine's anger, trying to use means of eye-contact to hint for him to take extra precautions.
Eventually when it came to Dio's escape, everything went as Lucciola intended. Aside from one miscalculation: how deep Dio's forced personality reconditioning went. Lucciola expected it to be on the level it normally was in the Guild; where one's loyalty to Delphine would never waver into anything remotely hostile, but Dio's personality was completey erased.
Still, the fact that Dio had always called him a friend was more important than anything else to Lucciola. And for the sake of protecting that bond of friendship, he gave his life. Delphine had not known the truth, assuming that Claus was the first friend Dio ever had, hence her bringing him to the Guild. So to Lucciola who had offered his own life for the sake of trying to save Dio, she asked "what are you to Dio?" Lucciola knew that he could perhaps save his life if he lied and answered this question with "a servant," but he did not wish to betray the friendship between he and Dio. So Lucciola replied "his friend" with pride. That clear declaration showed that he viewed himself as a human being who made his own choice, as well as a testament that he had truly lived.