So, basically on canto 7 we discover that Don Quixote is actually Sancho, a Bloodfiend converted by the original Don Quixote, who was visited by Bari (the girl with blue hair)
^ after Yohane's "Marisa x Shanghai" and Kawayabug "Miko x Remilia" I think the only thing needed to ship two characters is that the creator thinks that look good together
Si usted ya la vio, no cuente el final. Si usted aún no la vio, no adivinará hasta el último minuto de intolerable suspense... que el asesino es Jack el forastero.