Roxas can be the coldest of them, sometimes, because Roxas remembers the least.
Axel at least has a vague recollection of what it means to be a person and, though the memories fade a little faster every day, it gives him something to compare to. It's a bitter possession at best, but it reminds him that, while he isn't Somebody now, in another life things were different, which means things can be different again. Complete the Kingdom Hearts and change everything back. It can never be the same, they know too much of emptiness, but they'd have feelings again and that would be enough.
Roxas doesn't have that certainty and sometimes it shows.
But they're friends, or as close to it as they can be, and some days are better than others and there are even times when Axel can almost forget all that they are and are not. When he and Roxas snark at each other, or when Roxas leans against him in that way he does when no one else is looking, or when they laugh together like they're real people, like they aren't cold and hollow and consumed by the lack.
If he didn't know better he'd call it happiness.
But Nobodies can't be happy, can't be anything, and words like happiness are meaningless, so he doesn't try to give that not-feeling a name. And even though it can't even begin to fill the hole where their hearts should be, it has to count for something. And maybe, if they try hard enough and run fast enough, they'll do everything right and all the not-feelings they almost have will be real.
When Roxas leaves the Organisation, not caring about Axel or anything else, because he's a Nobody and Nobodies can't care, Axel tries to stop him and then lets him go. After all, it's not like they're persons. It was silly to ever act like they were.
Later, he betrays himself when he follows. Later still, he seals his own fate when it matters to him that Roxas has forgotten.
Let's meet again in the next life.
And at the end of all things, when he lets himself fade for the sake of a boy who is and is not Roxas, he can't help but remember that, once upon a time, it might have become love.
