Pour ceux qui l'ignore, il y a toujours eu une certaine ambiguïté concernant les sentiments de Euphie pour Lelouch, et même Nunnally. De toute façon, ça a souvent été le cas dans les familles royales.
C'est en anglais mais...
When Lelouch hypnotized Nunnally, he told her that he loved her. What's important though is that he explicitly said "Aishiteru," which is a rather dramatic Japanese way of expressing love.
- Nunnally used "aishite imasu", which is even more intense, when he died.
One could also add in the fact that, when Nunnally reunites with Euphie, one of the things they discuss is the argument they had over which one of them would eventually marry Lelouch. In fact, even after meeting again for the first time in seven years, Nunnally can barely have a cup of tea with Euphie before bringing this up and then seriously (and worriedly) asking if Euphie was still interested in Lelouch.