Futaba often tries to keep an eye out for Hikari, as Hikari reminds her of her old self. She's often trying to speak to her, asking if she's okay. During preparations for Kamoshidaman's heist, while the others are creating props, Futaba decides to go talk to Hikari.
Ann and the P3 female protagonist immediately hit it off (especially since they're the only two girls on the team besides Futaba at the start of the game), and when Rise joins the party, the girls quickly become fast friends. Futaba even becomes amazed at their "high school girl" aura and immediately wants to support them during the churro sidequest.
Futaba and Naoto bond over their love of detective novels, as seen in their side quest.
Akechi and Naoto naturally hit it off. Akechi says he'd like to talk to her more, and she insists it's an honor. She also tells him not to address her so formally, as she is currently younger than him at this point in time. During their ticket event, they had a lot of fun solving the mystery behind Teddie's stolen costume.
Chie and Ann become friends and even have a unison attack together. The story behind their unison attack is when Ann asks Chie to teach her kung fu. After fighting Shadows during their ticket event, Ann praises Chie for being cool, and Chie gets a little shy, as she's surprised that someone as stylish and pretty as Ann would look up to someone as plain as her. Ann even ends up addressing Chie as her master.
Kanji and Ryuji get off to a bad start when Ryuji accosts him for glaring at Morgana (when, in fact, Kanji just wanted to pet him). Their ticket event involves the group trying to devise a plan to help them get along, but it gets awkward. Then, Kanji takes a hit from a Shadow to protect Ryuji and Morgana, and then and there, Ryuji decides he's not a bad person.
Yukiko and Yusuke form a friendship that eventually leads to a unison attack. In their story, Yukiko asks Yusuke to teach her how to draw, and after he says her first draft is lacking, she ends up drawing a lobster that blows Yusuke's mind to the point where he wants her to teach him how to draw.
Yukiko and Haru's ticket event has then finding an injured baby dinosaur and helping it find its mom, while bonding over being repressed as a result of their strict upbringing in the process. Watching them work together to cure the baby's wounds is an adorable sight.
Akechi has an event with Koromaru and Ken, and he gets along extremely well with Koromaru, so much that there's even an animation where Koromaru lets Akechi pet him.
During the Junessic Land arc, Yosuke ends up opening up a bit about his past (being a transfer student and having to go with the crowd to avoid loneliness). It becomes heartwarming when he mentions how being with the Investigation Team had granted him real friendship and relationships and showing grateful he is knowing them.
After watching the changed ending of Junessic Land, Hikari smiles.
During A.I.G.I.S., Ribbon starts developing emotions. On one instance, the team helps her understand the reason why she feels a bit sentimental around Koromaru is because she wants to pet him. Koromaru lets her. Teddie offers himself next, but she refuses.
Futaba absolutely refuses to let A.I.G.I.S end with Ribbon dying and frantically tries saving Ribbon. She succeeds.
Hikari may have had a terrible past that constantly put her down for being different but there was one person who always supported her dreams and pushed her to be herself. Her kind father. He never once scolded or punished Hikari for being herself and did his best to comfort her whenever he sensed something was wrong with his daughter. Even Doe, Hikari's cognition of him that was twisted into a Shadow-like being by her depression, isn't malevolent and is actually the one responsible for changing the movies and helping Hikari gain the strength to overcome her depression.
The P3P female protagonist spends most of the third movie in angst after SEES joins, because the group is not the SEES she knows. Despite this, SEES makes an effort to bond with her. Several Special Screenings later, she's become as close to them as her male counterpart, and she's gained several Unison attacks involving every SEES member.
She's the only character capable of performing a unison with every member of her own team, including her male counterpart. This can be viewed as her forming a bond with SEES despite them not being the same people she knows, overcoming the issue that had caused her to feel out of place.
A ticket during the third labyrinth has Yukari, Junpei and Fuuka noticing the P3 Heroine feeling disconnected from the group, so the three decide to get her a present: a ring they made themselves. During the ticket, Junpei makes a statement that's heartwarming in his own special way: if the other him is friends with her then she must be a nice person, he trusts himself more than anyone after all.
Aigis grows just as attached to the Female P3 Protagonist as she is to the Male Protagonist and outright tells the Female Protagonist that she is most dear to her and that she will protect her.
After Hikari's third recollection in the fourth labyrinth, the P3P Heroine reveals that she was struggling with the question of whether her existence is an error, seeing that the SEES she is currently with is more affiliated with her male counterpart. Hikari reassures her that the Heroine has a place in this world and with her new friends.
One random bit of dialogue from Mitsuru in the lobby, apparently while she's talking with Makoto, has Mitsuru express a desire to get to know everyone now that their group has grown in size. Considering that Mitsuru's distance from the rest of the group caused some problems in Persona 3 and Persona Q, it's touching to see her making an effort to reach out.
One Mission, "The Shape of Bonds," has Hikari spending time with the Butt-Monkey of each of the group as they work to get back her lost possession and it is filled with heartwarming moments. She enjoys spending time with Junpei, Yosuke and Ryuji, finding their antics funny and endearing. Moreso is the pure genuine admiration the protagonists of the games have for their best friends, especially when they overhear how much they (Junpei, Yosuke and Ryuji) respect them and not want to let them down, making it clear the close friendship is reciprocated when the protagonists mention they feel unbeatable with their best friend at their side along with teasing how they're not used to handling praise. Also just how the boys become embarrassed on the praise the protagonists heap on them. The mission ends with the protagonists noting on how they can remain in high spirits thanks to their "irreplaceable partners", showing that for as much as Junpei, Yosuke and Ryuji have misfortune and teasing placed on them, even by their friends, the fact is that the exceptional protagonists think the absolute world of them. Heck, even the female P3 protagonists gets in on it when she and her male counterpart overhear them and it's clear that the bond between her and her world's Junpei is just as close and strong as that Junpei's and the male protagonist.
Ticket Request #41, which you unlock near the end of the game. The P3 female protagonist and Fuuka, noticing that Ann's depressed over Shiho's having to transfer to another school (and they only have a vague idea that something bad happened to Shiho, not that she was sexually assaulted and tried to kill herself), decide to get some music for Ann as a gift to cheer her up.
Hikari's overall Character Development shows when the once-timid girl who had to rely on Nagi to communicate has become more outspoken, smiles more often, and eventually becomes a uniting force for all four protagonists to bring Enlil (Which is Nagi herself) down.
At the end of the game, both P3 protagonists shake hands before they depart to their respective worlds, with a rendition of Memories of You playing in the background.
The credits sequence of the game not only depicts the cast in casual situations with the members of each movie, but also depicts scenes of how each movie's setting has changed with their revised endings.
One specifically of Futaba, and the P3P heroine watching Hikari draw what appears to be a storyboard (or a comic) in her notebook.
Also, remember the little girl with the teddy bear from the Kamoshidaman trailer whose father was crushed by the knocked out robber? One picture shows him alive and well, with him holding his daughter's hand. (They weren't real people, but cognitions after all. Although it makes sense.)
The game's final message to the player congratulates them on a job well done, saving Hikari and inspiring the other humans trapped in Enlil's theatres before reminding them that even if they suffer and struggle - You Are Not Alone, and searching your heart for your true self will help you weather any storm.
