In Chapter 2 of Memory, <PERSON> fights nastily with <PERSON> about his falsifying his report to ImpSec. (Among other things, he says "Don't be such a damned cast-iron bitch!") When she asks who he'll take as a bodyguard on his return trip to Barrayar, he says:
"I'll...take Sergeant <PERSON>. That ought to be enough bodyguard to satisfy the most paranoid ImpSec boss. And she's certainly earned a vacation."
"Oh! You!" It was seldom indeed that <PERSON> ran out of invective. She turned on her heel, and stalked to the door, where she turned back and snapped him a salute, forcing him to return it. The automatic door, alas, was impossible to slam, but it seemed to shut with a snake-like hiss.
This suggests that <PERSON> suspects the relationship and the significance of his taking <PERSON> on "a vacation".
In Chapter 3:
<PERSON> had long thought that she [<PERSON>] was one of the most beautiful women he had ever seen in her own way....<PERSON> could enumerate every rare occasion they had ever made love, from their very first encounter, six, seven years ago now? From before he and <PERSON> had ever become a couple, in point of fact. <PERSON> was some kind of very special first for him, as he had been for her, and that secret bond had never faded.
Oh, they'd tried to be good. Dendarii regs against cross-rank fraternization were for the benefit of all, to protect the rankers from exploitation and the officers from losing control of discipline, or worse. And <PERSON> had been quite determined, as the young and earnest Admiral <PERSON>, to set a good example for his troops, a virtual resolve that had slipped away...somewhere. 417
After the umpteenth we've-lost-count-again time he had been almost killed, perhaps.
Well, if you couldn't be good, at least you could be discreet.
After he relieves her of duty and they have sex, he muses:
He thought a bit guiltily of Admiral <PERSON>'s other lover, the public and acknowledged <PERSON>. Nobody had to explain or execute being in love with the beautiful <PERSON>. She was self-evidently his match.
He was not, exactly, being unfaithful to <PERSON>. Technically, <PERSON> predated her. And he and <PERSON> had exchanged no vows, no oaths, no promises. Not for lack of asking; he'd asked her a painful number of times. But she too was in love with Admiral <PERSON>. Not Lord <PERSON>. The thought of becoming Lady <PERSON>, grounded downside forever on a planet she herself had stigmatized as a "backwater dirtball," had been enough to send space-bred <PERSON> screaming in the opposite direction, or at least, excusing herself uneasily. 417