Pallegina has some rather sweet exchanges with the other members of your party: from encouraging Hiravias to be proud of who he is despite the scorn he gets from his tribe to expressing sympathy towards Edér because of his family's misfortunes.
She has some kind words for Sagani as well:
Pallegina: Sagani, what is it like to not see your children for so long? I... imagine it must be difficult. Sagani: Even in Massuk, I'm on the hunt more than at home. But five years... it's been a strain. Pallegina: Then to your good fortune! Ado vidòrio! May you see them all again soon.
Aloth's personal quest, Two-Sided. When a sanitorium consultant puts him in a trance-like-state and pulls up painful memories about his abusive childhood, the normally cool and aloof Aloth becomes visibly distressed at reliving one of the most traumatic experiences of his life. The Watcher can potentially calm him down by gently assuring him that everything is okay, and even hold his hand.
The outcome of said personal quest can be heartwarming too. Learning that Aloth is so cold and distant because he always felt that he had to hide his abuse and split personality, it's very touching when the Watcher shows Aloth that he doesn't have to deal with his problems alone and that he's accepted just as he is split personality and all. Add to that the normally reserved elf openly and warmly thanking the Watcher for their help, and it's a recipe for heartwarming.
Aloth's entire friendship with the Watcher, really. Especially when you take into account his backstory. Suffered a great deal of physical abuse from his father as a child, which caused Iselmyr to Awaken, and then he spent the next fifty years of his life hiding her from everyone but his mother to avoid being lynched, stigmatized, or institutionalized. Then he fell into service with the Leaden Key, which called upon him to leave his homeland to meet a strange contact in Gilded Veil, who didn't even show up. However, if the Watcher is generally kind to Aloth and supportive in his personal quest, then the Watcher is arguably the first real friend Aloth has ever had; the first person to ever see who he truly is and accept and support him anyway. Finally, near the very end of the game, when Aloth reveals that he was a member of the Leaden Key all along, if the Watcher doesn't reject him outright, but tells him that they still consider him a friend and would like for him to keep following them, but as an equal, since he's already had too many masters, it's hard not to keep one's heart from melting into a pile of goo.