Whatever snarky comment Zero was going to make to Yuki was gone in a flash when he saw her in that dress at the Yule Ball. Oh, how badly he wanted to dance with her. Waltz her around the dance floor without a care in the world. And he would steal a kiss from her. Her first kiss if he was correct. Hopefully. He sure hoped so. In that moment though, he fell even more in love with her. But just as he was about to ask her, Kuran stalked over and took her hand without a second glance. The nerve of that vampire! He just wanted Yuki for himself. As long as he lived and breathed though, it would not happen. Ever.
One thing was for sure; he would never let her go. By God, he wouldn't let it come to pass. He remembered when Kuran left, there would be just the two of them in one room, hot mugs of cocoa in front of them. He remembered looking at her for a moment, and frowning at the troubled gaze she had on her face. "Yuki... What's wrong?" Yuki looked at him and sighed gloomily. "Nothing, Zero... I-It's nothing." Uh oh. A stutter. He knew what that meant.
"Yuki. Tell me." He demanded. She hesitated. "Well... I have to leave soon..." Zero blanched. Leave? But where? Oh, wherever she was going, he would go with her. Hell, he would go to the ends of the earth with her if he had to. "What? Where are you going?" Yuki frowned. "With Kaname-sama to visit the Night Class." That was it. "NO!" He blurted out. She threw a confused glance at him. "Why not? "
"Because, Yuki. They could kill you, drink your blood mercilessly.
Tell him to cancel. Now." Yuki blinked. "But, Zero-"
He interrupted her. "Yuki, I don't want you to get hurt, or killed. I can't... I can't risk that. I can't risk losing someone else..." Zero trailed off, eyes distant. "You won't lose me, Zero. I promise. I will come back. " Zero shook his head and stood up, eyes cold. "I'm going to talk to the Headmaster about this." Yuki stood up. "Zero! Stop making a big deal out of this! I'll be fine, stop worrying so much. It's not healthy for you." Zero looked at her as if she'd grown a second head. "I will worry about you as much as I damn well please, Yuki.
You are my family, and it's my job to protect you." Yuki grabbed his sleeve. "Zero please don't-" "Yuki. No. I won't. Risk it. I won't. Let me go." She was so numb that she hadn't even realized she had loosened her grip on him and stared after his form. It was later revealed, that blood had been spilled at the Moon dorms that night. Yuki had been in her room when it happened. Zero went to check on her and, to his dismay, she was curled up in the corner.
"You look like me on one of my bad days." Yuki didn't answer. "Yuki." No answer. "Yuki?" No response. He sighed and crawled onto the bed next to her. He touched her shoulder and was startled to feel her shaking. "Yuki, what's wrong, tell me." Yuki revealed tear-filled eyes to him and his heart almost broke into a million pieces. "Y-You saved my life, Z-Zero... If I had gone there, I probably would have been k-killed. I'm s-sorry I didn't listen, Zero..." Zero pulled her into his arms and cradled her shaking form as she began sobbing. He stroked and stroked her hair all night until she fell asleep. He laid her down and covered her, placing a gentle kiss on her forehead, before leaving. He knew he could never leave her either. Never in a million years.