This starts from the end of chapter 1 - Unwelcome change

"It seems all the creatures are vanquished. This young man took care of the others."

"Um, I never got to thank you...for before. So...thank you. You were very brave."

"You saved my sister's life. My name is Chrom. Might I ask yours?"

" -you may call me… Marth."

"Marth? After the heroic king of old? You certainly fight like a hero. Where did you learn your way with a sword?"

"I'm not here to talk about me. This world teeters at the brink of a horrible calamity. What you saw tonight was but a prelude. You have been warned."

With that, the masked swordsman turned and left, quickly disappearing into the dark forest.

"Huh? What's teetering where now? Hey, wait!"

"I'm going after him!"

I shouted, not wanting to let this chance slip away.

"Wait! Robin!"

"I'm sorry, Chrom, just go back to camp. I promise I will return in a few minutes. Don't worry!"

"Gods dammit-"

"Milord, Robin is right. We need to clean up camp and make haste for the capital."

"…Fine."

"Why are you following me?"

The masked swordsman finally turned to confront me, seemingly annoyed. I finished catching my breath against a tree before looking up at the butterfly mask glinting in what little moonlight penetrated through the canopy.

"Lucy, we need to talk."

Upon seeing the purple flames of ignis alight in my eyes, Lucina visibly recoiled, and immediately drew Falchion.

"Grima. So it appears I am too late."

"No wait! I'm not the Grima you know. I can explain everything."

"You don't deny you are the fell dragon then."

"Its a long story but... I am both. I am Robin, but I am also Grima. I mean you no harm, please. I just want to talk."

"About what! Are you supposed to apologize?"

"Actually yes. But it's already so late so let's meet when we get back to Ylisstol. In private."

"…"

"Just this once. I promise you'll want to hear it."

"...The hole in the wall. After dusk. Come unarmed."

"Deal! I must go now, I love you Lucy!"

I gave Lucina a tight hug, the turned and sprinted back towards camp. As a result, I did not see Lucina standing stunned in the moonlight, Falchion loose in her grip, a single tear gently rolling down her cheek. Not did I hear her faint whisper of:

"I missed you, Mama."

AN

The game UI literally tells you Grima is the "Rightful God". But the game UI is also from Robin's perspective. Make of that what you will.