They do eventually find Roxy.
She's not dead like they thought, thank fuck, but she's mad as a wet cat that Eggsy and Merlin trusted the lack of biosignals from the Panic Room meant that she had bitten the dust. Surviving for days off cold rations in a small, slightly damaged, supposedly missile-proof box had put her in a right state enough that when the work crew dragged her out, skinny and dehydrated as the was, she still managed to give Eggsy a right slapping.
He held her, later, when she cried over Merlin. Kingsman had been rebuilt since V-day, but the bond between Lancelot, Galahad, and Merlin had been something special and untouchable. He felt her ribs under her hospital gown and cursed himself for believing she was dead, his best friend in the world.
She's different, after. Not as severe as she had once been-a little more sentimental, but also more damaged. More prone to be afraid of dark, small spaces. She has panic attacks every few days in the weeks following the destruction, and Eggsy manages to hold her or talk her down from it over the telephone each time.
She's there when Eggsy finally, finally tells his mates what he's been up to since he stole Rottweiler's car another lifetime ago. Ryan's and Jamal's minds are positively blown-they knew there best mate was kick-arse, but this was a whole other fucking level. Things grew more somber when Eggsy explained what happened to Brandon, how he had just been in the wrong place at the wrong time and that there were more enemies out there like the Golden Circle, who wouldn't be afraid to try hitting the members of Kingsman where it hurts. Roxy quietly tells Ryan and Jamal that Brandon saved her life-she had seen through Eggsy's glasses what had happened to Brandon and it had given her just enough warning to duck into the Panic Room. Ryan and Jamal, good mates that they are, toast her and Brandon and for all that she might be a posh spy and a girl besides, she's suddenly one of them.
Roxy laughs and laughs and laughs when Eggsy asks her to be his best man. He would have asked Harry, but the bloody toff insisted he had some other role to play at the wedding. Jamal and Ryan were all for it. Thought it would be fucking hilarious to see their mate-who-is-a-girl shoved into a tux (they still didn't quite understand that Rox didn't faff about in an evening dress or some shite when she was on duty-in their minds Kingsman were all bloody lords and ladies and dressed like such). Eggsy begs and wheedles even though he knows from her smile that she was going to say yes from the start.
The wedding is the best day of Eggsy's whole fucking life. Harry finally revealed what position he's going to be filling at the wedding-father of the groom, apparently, which briefly brought a manly tear to Eggsy's eye as he was suiting up in his prince gear, because oh yeah, since he's marrying the future queen of Sweden he's suddenly got some sort of fancy title or other. Hell, he's suddenly higher up in the peerage than Rox and Harry combined. Roxy laughs when he suddenly blurts this out, stunned by all the glittery bits on his outfit, and says she knew that the day he walked into Kingsman induction wearing his snap back and baggy jeans. He gives her a hug for that one, and Harry pats his shoulder supportively and tells him it's time. Tilde is positively gorgeous, an absolute fucking vision, and Eggsy could hardly believe that he's the lucky wanker who's marrying her. As he stands there at the altar, trying to stay all firm and regal and shite while he wants to blubber like his mum is in the front pew, he blesses the day that he pickpocketed Rottweiler's keys, blesses his dad's sacrifice and that damn medal, blesses that stupid "oxfords, not brogues" phrase, and most importantly, he blesses Harry Hart for turning him into a beautiful fucking butterfly, blesses Merlin, god rest him, for being a mate and a mentor through his darkest times, and blesses the woman standing at his shoulder, supporting him like she always has, like she did on V-Day, when she waited on an ice floe while he had his first go with his future wife.
Roxy gives him and Tilde a hell of a toast later and tells that exact story, much to the horror of the King and Queen of Sweden. It makes Tilde and the rest of the wedding party laugh, though, and all Eggsy can do is smile up at her and try not to cry fucking again, shite he was turning into such a sap.
Later, much later, as he goes about his missions with a better sort of golden circle on his ring finger, he asks her how she's doing. Roxy goes quiet, quiet as she had often gone in the weeks and months after the Golden Circle debacle. There's been more near-deaths since then, more headlines added to both Eggsy's and Harry's wall (for all that the older agent was now Arthur, Harry still made it out into the field whenever he fancied). There's been loads of darkness and adventures and missions that give Eggsy nightmares that can only be gentled by lying for hours in Tilde's arms.
"I think it broke me, a little," Roxy finally says, looking at her hands. There's no ring on her left, but she's been dating this one chap Eggsy quite likes for a while now. Eggsy's big, stupid heart twinges a little, because he had been broken too, broken enough that he and Merlin drank nearabouts a whole bottle of whiskey, which of course had lead to Statesman and to saving the world again.
"I was dead," she adds. "Not just according to the damn sensors on that damn box. I was buried there, in the dark, in my own smell, always thirsty, always hungry even with those godforsaken rations. I thought I was in hell. And I was glad-I was just glad you weren't in there with me. That you were alive, even though I wasn't." Her voice breaks a little, and Eggsy wraps his arm around her shoulders and pulls her close. This is the most she's ever talked about what it was like down there. "When you pulled me out, I was so angry." She laughs a little. "Mostly because I was mad that I had given up hope. Because I should have known that you would always have my back."
"Of course, you silly bint," says Eggsy jokingly. Something, some darkness, has finally been released. "And you'll always have mine. We're Kingsmen."
She laughs and nods, because they are.
They are. They are also more.
There are many circles-The Golden Circle, the ring on Eggsy's finger, the circle that binds Statesman and Kingsman together, their circles of mates and family and foes.
There is the mended circle, the bond between two knights of the round.
They did eventually find Roxy.
They did eventually find each other.