After the time skip Zero saves a little girl from a vampire and then reaches out to the little girl who cowers out of fear, as she was almost attacked by a vampire. He then tells her that he may be scary but he wouldn't do anything to hurt her. The way his movements are drawn and his expression, makes it seem as if he were remembering the times when Yuki tried to help him after he was attacked by Shizuka and he acted coldly to her.What makes the moment even sweeter is that once he returns the girl to her Grandmother, he leaves before receiving recognition, and he smiles sadly but heartfelt before leaving.It was so heartwarming that this troper let go of her fan preffered ship and began just wanting Zero to move on and be happy.
In one of the flashback chapters, Yuki was sick in bed. Kaname came and sat by her bed on occasion, doting on her and being kind. Zero was nowhere to be seen. When she got better, she went to leave and opened the door, seeing Zero. He didn't say much, just left. Yuki put her hand on the floor and it was warm, revealing that he'd been outside her room the entire time.
In the last chapter, Kaname confessing that to him, Zero and Yuuki "have been shining so radiantly that I've been squinting my eyes at the brightness. That's how I've come to understand... that you two should be together."
Zero finally saying out loud in a post-ending bonus chapter that he knows Yuuki loves him, using "aishiteru".
Yuki shielding Zero with her own body while glaring at Yagari, who's actually Zero's teacher and master, note: this happens while Yuki is still human, meaning she's willing to die for her friend rather than let him get killed himself.