When they encountered Captain in the Coliseum:

Paimon snapped to attention. "Oh, Aether, didn't Arlecchino give you that letter?"

The Captain, who had been discussing matters with Mavuika, glanced at them.

"Hm? You speak of the Knave?"

"That's right," said Paimon. "Before we left for Natlan, Arlecchino gave us a letter of introduction in case we met any other Fatui agents."

The Captain might have raised an eyebrow behind the black mask, for he expressed a faintly discernible moue of interest. He turned his body away from Mavuika towards them, his curiosity piqued.

"Arlecchino's trust is not something so easily won. How, may I ask, did you earn such a letter?"

Paimon succinctly recounted their escapades in Fontaine and their experiences babysitting at the House of the Hearth. Upon finishing, the Captain approached them and requested to see the letter. Aether produced a modest envelope bearing the Knave's insignia, which was indeed, the authentic seal.

Captain took the envelope and plucked out the notes. He recognized his comrade's handwriting. He read in silence.

To Whom It May Concern

I, Arlecchino the Knave, Fourth of the Eleven Fatui Harbingers, and master of the House of the Hearth, decree that the adventurer who bears this letter is a comrade to the House. He has shown exceptional bravery in protecting Fontaine and serving the House of the Hearth. Therefore, the Traveler Aether must not be harmed. Welcome him to Natlan with warm arms. Treat him with the utmost respect. Otherwise, you will have to deal with me and several women far more impressive than me.

To the Captain,

Aether's well-being is of great importance to me. He is an honorable man who cares deeply for those around him. Within the strictest confidence possible, I concede that I consider Aether a dear companion. My time with him has expanded my horizons and deepened my appreciation for life. Please, do what you can to protect him.

I would also humbly request that you mind his mental well-being. He has a bad habit of falling in love too easily; he can be naïve and will do anything for his loved ones. Consequently, he takes on more than he can handle and quietly shoulders his burdens. When possible, keep him on the right path.

Thank you.

—Arlecchino

It was certainly her handwriting, but he could scarcely believe the contents. Arlecchino was a private person. To his knowledge, she had no real friendships outside of the House. For her to confess so many intimate details, well, Aether must have made an impression on her. The Captain's interest in Aether was rekindled.

A sudden thought struck him. Aether's features were undeniably appealing: a handsome face, golden blonde hair, and a warm, welcoming smile. It was possible, he mused, that his colleague had developed feelings for him. This prospect was indeed most intriguing.

With a wry smile, the Captain resealed the letters into the envelope and returned it to Aether. He offered the young man a bow.

"Words of praise from Arlecchino are rarer than diamonds. I have high hopes for you, Aether."

"I'll do my best, sir."

Aether and Paimon soon departed the stadium. Captain chuckled to himself. Arlecchino having a crush on someone—truly, Teyvat was changing.