Responses
I dont think dio will kill her but I feel he has affection for her... maybe not in a lover way but as a younger sister.
nah he's an ML (in the love interest type of way) along with the king and the knight. i'm not very sure about the duke though but i think he's also an ML
Pretty sure that last comment from Dio meant that if the king ever wants to get rid of Nina, Dio would do it for him or Dio would put her to work elsewhere if she did turn out to be a spy. I didn't interpret it to be what everyone else is making it out to be.