to me HMC had always liked XS and only see ZY as his sister. The way he cried when he was leaving for America and XS was crying knowing he wanted to find a cure of the love bug. Even when her master die and she wanted to stay but he's like no come with me. Let's finish this mission and then he will come back with her to restore/restart her village.
If only they didn't cut a lot of XS scene the story of them would have flown better. Just like when her brother took XS away and HMC didn't go save her right away. For those who doesn't know that there was a scene where he saw her brother carry XS away. So he already know that she's safe and ended going back with KS to save the other girl.
Also the bombing and HMC having to choose which one to save. You can tell it right from the moment he looked at the bomb on the floor and then he picked his sister. It's because he was planning to die with XS if worse came to worse. XS rather take her life along with that bad guy that's why she stabbed both herself and the guy. HMC pushed the sister away and grab the bomb. HMC would have died if YF didn't end up grabbing the bomb and throwing it away. So even though he picked his sister to live, he was already planning to die with was XS. So you can tell, he likes/loves her already.
I'm pretty sure they cut some scene after XS got hurt. Like how did her bother save her, there's a scene where HMC was crying and a body with flower on the float. Was that supposed to be XS. Seems like the ending preview has some scenes that was cut. That's only how i knew we missed some scene.