I'm glad that Millie is a nice girl who immediately ease Sonya's worries and tell her that she will never leave her behind. as those three are in good mood and relationship, I think the best way to handle Sonya's worries issue is to do open discussion between them. I'm sure Zen never have any kind of thought to take away Millie from Sonya's side and also I'm sure Zen can become good friend to Sonya too. despite it's clear that Millie has intentions to makes Zen as her girlfriend (as you can see from her giggling when talking to her international friends about the miscommunication with Zen), Millie never have any intention to leave Sonya behind. so Sonya can erase her worries about whether she will become lonely ever again.