That's some glorious Yuri right there, yoink, so anyways...
So we got a lie going that lloyd is awol, I see I see... What did this accomplish? Well it's clearly set up for something more long term, they could be planning to fake his death which would have to be done insanely well to fool azul, having him to awol first could be sufficient set up for this fake death, as it's more believable if her disappeared then turned up dead, rather than just randomly turned up dead,more would take awhile to find his body as it usually is, so I suppose this could stack trauma which could reveal trauma, or the road to who "killed" him leads to more reveals, or the goal of this is for azul to figure out his death was faked which would lead her to figuring out who faked his death, leading to more resurfacing memories
I think I went a lil off the deep end oop, have a nice day