Chtholly has been seen to develop romantic feeling towards Willem and has stayed that way through the course of the anime starting with episode 1. In episode one, during the first three minutes of the anime, Chtholly (though new viewers may not know it) has been monologuing about loving him and how Willem and her have promised to keep each other happy for the rest of their lives, but during this time (unless you’ve already read the light novel) she is indeed talking about Willem. Throughout the anime, the romantic relationship between Chtholly and Willem starts to blossom and it really starts to show during interactions with each other.
In episode 10 of the anime series, Willem is shown to be in distress when he finds out that the beasts that eradicated humanity is indeed a human's organic tissue (take this with a grain of salt). Seeing Willem in distress, Chtholly hugs Willem and Willem hugs back. In an exchange of mutual conversation, Willem proposes marriage to Chtholly and she does definitely agree. Ending off episode 10 with, “I will make you happy forever,” and “Let’s be together forever.”
During the unfortunate events taking place in episode 11 with the invasion of the timeres, Willem is shown to have great care over Chtholly and swears to protect her within her 'comatose' like state with Elq slowly degrading her psyche. At the end of episode 11, it is shown that Willem brutally massacred a Timere crawling through the window of 'comatose' Chtholly's room.
In the events of episode 12, from Chtholly's perspective, she is inside a dream-like realm with Elq, in this realm she is able to see events taking place in real-time, which means she is seeing Willem protecting her and the other leprechauns till the bitter end, getting mortally injured again and again along the way. Chtholly seeing the events unfold asks Elq one last favor, to be able to take control of her body one last time. One last time to save Willem. Elq doesn't want Chtholly to take control of her body, because she would die in the process due too memory degradation and the timeres. But, Chtholly expresses her love for Willem and that convinces Elq to accepts her last favor, or to put it into sadder terms, her dying wish. While Chtholly was finally given her body back, Willem and Nephren were entering a free-fall from the ship. Willem's last attempt to do some good in his life, saving Nephren from opening the faery gate, and the fall from the ship, though he knows he will not survive the fall, he will at least save Nephren. Chtholly wakes up and slowly walks over the edge of the ship after seeing Willem and Nephren fall; and Nopht while bleeding tells her "Not to fight anymore, we will handle all the fighting including yours, so please. Please pursue your own happiness, unless we won't be able to live with ourselves." Hearing this Chtholly responds with, "I definitely can't find happiness anymore. Because I realized that i'm already as happy as I can be." Chtholly then jumps off the ship to save Willem and Nephren. She releases her colorful wings to increase speed and cushions Willem and Nephren right before impact with the surface, the dust settles and it is shown that Chtholly's wings are wrapped around them. Chtholly with an injured Willem and Nephren are surrounded by hundreds of timeres on the surface. Chtholly then protects Willem and Nephren from the timeres while getting impales several times along the way, but every time found motivation to keep moving forward to protect the one she loved the most and the one who made her the happiest girl in the world. Willem watching helplessly as Chtholly protects them. During this time Chtholly opens the faery gate taking out the last of the timere, though she is still alive. With the timeres gone Chtholly slowly stands in front of Willem. With tears in her eyes and a light hearted smile, she softly says, "Willem... Thank you so much." Willem after watching her fight all the timeres alone responds with a worrisome and sad tone, "you... goddamn fool..." Chtholly then passes away standing up infront of Willem.