How Azure had nothing happen to her didn't get explained in this chapter, maybe it will be later.
The friend isn't really showing a "strange sign", to me she just seems like, similar to Azure, she doesn't really have meaning in her life. She noticed that Azure is more cheerful and happy than she was before, so she wants to know the cause of that change in hopes that maybe it can help invigorate her own life too.
The friend hasn't really been developed much yet, just got to see in the next few chapters.