Have no fear, sarah and the marquis are devoted to each other, though he does love her, just the same way sarah does, if you don't mind more spoilers, he considers her the woman who brought them together, tbh it's one of the more touching scenes in the wn when she realizes she has people who actually care about her, even if she was originally doing it thinking she'd use her, sarah is one of the few people she has a legitimate friendship with, and probably the closest she has to a real sister.