In Chapter 9, after Ayane gets so horrified over butchering two DOATEC goons that she pukes, Kasumi gently comforts her. Despite being extremely conflicted over doing so, Ayane does not rebuff her.
In Chapter 10, when they break Ayame out of her confinement; Ayane is uncertain whether or not to approach her mother and join in her hug with Kasumi, so Dante helps her out in his own fashion.
In Chapter 11, Ayame breaks down while talking with Dante about her husband Shiden, who perished when Vergil's forces attacked the Mugen Tenshin village; Dante holds her as she cries.
In Chapter 14, Ayane is brainwashed into trying to seduce Dante by Raidou, but Dante resists and gets her to snap out of it. Having been suffering from constant nightmares and Mind Rapes, Ayane proceeds to ask if she can stay in Dante's room tonight because she doesn't want to be alone, and Dante lets her.
In Chapter 18, Ayane gets to share a tender moment with Ayame, the latter letting her rest her head in her lap while stroking her hair. What really sells this as heartwarming is Ayame's remark that she's wanted to do this with Ayane since the day she was born.