All the Captain and Shute moments that aren't totally silly qualify. Especially the bit during the last episode where Shute and Captain are watching the sunset. Talking about how much they've changed.
Once when Bakunetsumaru was lost he had a brief run in with Tallgeese. He showed him kindness and told him that helping people is what being a warrior is all about. This would prove to save all of their lives later on.
All the scenes between Shute and Fake Rele are adorable.
The aftermath is equally touching. After learning the story of the Princess Rose, Rele assumes Shute wants her to turn the Rose into back into the Fake Rele, but Shute explains what he really wants is the Rose to be planted in the Royal Garden so she'll never be alone.
When Genkimaru's true identity is revealed, he, Zero, and Bakunetsumaru are tossed into Buritenmaru's prison. While discussing how to escape and prove themselves to the lord, Bakunetsumaru explains that he still trusts Genkimaru because he's seen Genkimaru actions firsthand.
Genkimaru: Have a little faith in yourself why don't yeah!
Captain: I do have faith! I just.. I'm just not sure I can do it, alone.
Genkimaru: What do you mean alone? You're never alone! What about that Soul Drive you're carrying around inside your chest? You're the one who told me that the path you chose was all because of that device, and that it was your connection to Shute.
The vision of the future Shute receives where everyone including a non-evil Madnug is just hanging out at Shute's house.
What's better is that since Captain knows Madnug's origin, he'll prevent the accident, ensuring Madnug's survival.