No need for a love rival, there is plenty of conflict potential without it. In fact, Gaizel himself can function as the antagonist.
After all, there's the question of what will happen when Sietsye reveals the truth. What would happen to his impression of her? It's clear that he is utterly enchanted by her appearance and her kind and gentle demeanour, but are those feelings strong enough to overcome his fear of showing vulnerability, the trauma he must have incurred during the succession crisis? No person with a good heart can get through that kind of ordeal without encasing it in a solid layer of rock, ice and steel. Sietsye's driving motivation, I think is pretty apparent, is to mine her way through that layer and get closer to him - in turn, I'm sure Gaizel will make it his personal quest to help Sietsye (who was considered disposable enough to be pawned off as a concubine to a heartless emperor) to learn to love herself.