After Natsu's fall and subsequent rise as END, there was terror everywhere. When he was powerful before, many could best him. Now though, he was stronger and even less human. At times, he was arguably at least half dragon. There were, however, several things that didn't change about him, even while the demon side seemed to rule him. His brother cared little, for they weren't things that would get in the way of his plans, with the possible exception of his care for one Lucy Heartfilia. Zeref did not imagine that his brother's obsession over the girl would hurt them unless she could manage to get him back or he still couldn't see her hurt in any way. But Zeref didn't believe this was the case. So when Natsu asked for permission to speak to her, he said yes. And when he asked for permission to spare her and her alone from the destruction of Magnolia, he said yes again.
So Natsu spoke to her. Her first reaction was a scream, but he stifled that. Her next reaction was joy, because "Oh god, Natsu, you're back, thank god, we all thought you had lost your mind." Her next was to try to tug him to the guild to let the other members know he was okay and him again, and here he stopped her.
"I'm not," he intoned. Watching her face for any signs of distress. "I'm not Fairy Tail's Natsu."
She laughed nervously and shook her head. "Of course you are. You're acting just like you always used to." And he's not sure how long it's been, because he was blacked out for plenty of it, but she knows, and it's been three years, but she remembers him so well because she can't go a day without thinking of him and the wings are new but the way he acts is so, so Natsu.
"I'm your Natsu," he responds, "but I'm not Fairy Tail's Natsu."
And here she begins to cry, because "What do you mean, how is that different?" And god he can't stand it so he hugs her but he needs her to understand and accept that he's not the same anymore, except for her.
So he keeps trying to explain, and he says "Come away with me," and he knows Zeref would be okay with it because she's his weakness and it's so much easier to make sure she's not an issue if she's close, and he wouldn't even care if he wouldn't be okay with it right now, but then she responds and it's not the yes he was hoping for, but he's not surprised and accepts when she whispers how he knows she can't. So he leaves with a last reminder that she probably shouldn't tell the guild what happened even though he knows it's only a 50-50 chance she follows his advice. But she does so it's safe for him to keep visiting every once in a while and every time she pleads "stay" and every time he responds "come" and every time she stays alone and he leaves alone.
The more she saw him the more she noticed the differences. Never in how he treated her, but whenever she mentioned the guild, she saw the split second sneer that crossed his face, and even though he wasn't around to protect her most of the time, now, he was more possessive of her than he had once been. She avoided talking about missions she went on with others after she heard him angrily mutter that it was his place to be beside her. "But you aren't," she had chided, but she tried to make sure it wouldn't happen again.
One visit, almost a year after the first, he seemed to be in a hurry. The first thing out of his mouth was "You might want to leave the city tonight."
"Why?"
"I'm planning to burn it to the ground." Her head snapped up. He saw in her eyes her immediate response and cut her off as she opened her mouth. "The guild too. You can't warn them. If you do," he paused, struggling to say the words that he wished he wouldn't be forced to go through with, "I'll be forced to kill you too, no matter what I want."
She saw the battle in his eyes, and suddenly, she was saying "Oh, Natsu," and moving to wrap her arms around him. "I wish it didn't have to be this way. I know I can't stop you, and I know they can't either, and-and I know that it-that it won't do any good to warn them." Lucy blinked back her tears. "Can I just-just have one-one more day? I promise I won't say anything. I just-just want a chance to say goodbye, even if they don't know it."
He couldn't help but cave. He knew she wouldn't lie. His brother might not, but he would see. "One more day. But I want you out of the city by sundown." After her final, teary nod, they just sat for a while. She clung to him for strength and though she wished she could hate him for the parts that had changed, she couldn't. She could never find it in her to hate him. He could never find it in him to hurt her in any way he could control, so he comforted her while she mourned for a disaster he would cause.
She had her one last day at the guild. She cried, doing her best to hide it, but she was caught. She lied. She claimed she just hadn't gotten much sleep (true), was stressed (true), and just needed some time, and she'd be back to normal, they'd see (false). They wouldn't see. But she left when she saw the sun approaching the horizon. Happy offered to walk her home, but she declined. He couldn't see her packed bags, her empty apartment. Thing was, she always went home with Happy. The only time he wasn't with her was when he was with Charles and Wendy. So he followed, figuring something was more than what she said was wrong.
He saw her packed bags. He saw her grab them and start to travel to the edge of the city. He flew to her, startling her when he dropped down in front of her face. "Where are you going?" He asked, hurt. Why would she leave like this? "What's really wrong?" She broke down crying again. She knew Natsu would be upset if she told him but as long as he didn't warn the guild she would likely be alright. She knew from their many conversations that he missed Happy, but not like he missed his Luce, that he timed his visits to when he could smell that Happy was elsewhere because he couldn't trust him not to tell, but that he still wished he could see his feline friend.
"I'll-I'll tell you," she whispered, "but only-only once we're at the edge of the city and only if you-you promise you won't go-won't go back." Happy, though he almost already knew he would want to break his promise, tentatively gave his word. So she explained. And boy, did he want to go rushing back into the city, into the guild hall, to tell them all to run. But he knew, just like Lucy did, that it would do no good. They wouldn't make it, they couldn't beat him. He rather selfishly thought, as well, that this way he would finally see Natsu again after four years, if only he did as Lucy asked and stayed with her. So he did. And they kept walking, further and further away from the place they had called home for so long, never once looking back for fear that they would see it burning to the ground at the hands of their best friend.
Later, when Natsu went to find Lucy, for now she would go with him, many different emotions coursed through him when he saw Happy floating beside her. But he smelled Lucy's tears from every time she thought about what she had walked away from. He landed lightly beside her and wrapped his arms around her. She hated how his touch comforted her when all of this was his fault. But se leaned into his embrace anyway, tears reawakening. Happy watched silently, wanting to saw something, but figuring it was better to stay quiet, and went with his brain for once.
After a few minutes, she extracted herself and began to blubber about why Happy was present, which he stopped with a brief, "Luce, it's alright," and a hand on her shoulder which quickly turned into another hug.
They went away after that, Natsu carrying the blonde and Happy flying himself, leaving back to the one arguably safe place in Earthland since Zeref's takeover: the home of the aforementioned dark wizard.
Even in retrospect, nothing had really gone wrong in his plan. He had all of his greatest weapon's weaknesses in areas of his control and the boy himself was satisfied. Everything was perfect in his world but for the lack of one Mavis Vermillion, for her spirit would only appear to talk to Lucy, and shunned him. But there was nothing she could do, so he would live, as was his curse, and he would rule.