The two of them are cousins but were raised as siblings. Unknown to Ritsuka, he loves and cares for her deeply, even saying that she means more to him than anyone or anything else. He's willing to do anything to protect her. He became an exorcist in order to protect her, but also to atone for "the mark of sin that flows through his body." (i.e. Being a dhampir.) Lindo doesn't appear to know that Ritsuka is not his actual sister, but his cousin instead; it is later revealed that he knew the truth all along.
In episode 7, when he flies into a blind rage he slices Ritsuka's cheek and attacks her. Rem stops him, desperately asking if he would kill her, too. This brings Lindo back to his senses, and he stops. He looks down at his hands, horrified at what he's done to her. In episode 8, he appears jealous and hurt whenever Ritsuka dances with Rem, further confirming his suspected romantic feelings.
In episode 9, Ritsuka is very accepting of Lindo's Dhampir nature, still calling him a "precious family member." After this, Lindo finally confessed his feelings to Ritsuka, and almost kissed her before they were found by Rem. Ritsuka is shocked when she learns of his love for her. It is also revealed that when they were children, Ritsuka was the only one who would not leave him alone. He claims that he is an ambiguous being—being half-human, half-vampire—and she gave his life meaning. He comes to her rescue in episode 11, and once again confesses his love. In episode 12, Lindo fights to protect her, and when all is said and done, he reafirms his love for her by swearing that even if she loves Rem, nothing will change the fact that Lindo loves her, saying that he will show it by protecting her.
Lindo knows Rem is a devil, which is presumably why he dislikes him. He gets jealous of Rem in episode 8 when he and Ritsuka dance together. In episode 9, he and Rem sing of their love for Ritsuka as they battle each other. Rem comes close to killing Lindo, but is stopped by Ritsuka. The two later team up to save Ritsuka, signifying a begrudging respect.
In the final episode, Lindo is surprised at Rem's genuine love for Ritsuka. However, he accepts the fact that Rem and Ritsuka love each other and was ready to let Rituska go if she chose to leave with Rem.
Due to Mage abducting Ritsuka and "besmirching" her, he got extremely angry at him. During their fight, Lindo claimed that he will kill him. The two team up with the rest of the devils in episode 11 to save her, signifying a begruding respect.
Lindo and Azuna know each other, presumably because both of them are exorcists, and seems to work together when it come to protecting Ritsuka from the devils. They were shown to be good friends, and Lindo was deeply saddened when she was killed by Jek. Lindo later avenges her death by killing Jek.
Nesta is the Lord of the vampires, and Lindo's vampire father. Lindo knows about his father and is one of the few people resistant to his father's powers and charms. The father-son has no love for each other and thus Lindo has no qualms about his attempt to murder his father.
Marta was Lindo's mother. As a child, Lindo loved his mother, and even brought her a flower and a drawing he made, hoping to cheer her up. He was shown to be crushed whenever she refused to see him as her son, saying that her real son was dead. However, he was still upset whenever she died. In episode 12, Lindo expresses his desire to be with his mother again, and is saddened when thinks of her and how far she fell.
Maria is Lindo's aunt. She was shown to be very accepting of Lindo's Dhampir nature, enough so to take him in after his mother died. She raised and loved him as her own son, and he loved her for all that she did for him.