I've read this whole thing for the 3rd time in a row and I must say: this is absolutely my favourite chapter.
I mean, he didn't believer her, but it was funny enought in his mind. "The crazy lady of the Ducal house and the crazy son of the royal family". YEAH, YEAH. Sorry but YEAH. Even if it never comes to be, I ship them. Hope they understand the hurt of each other (because, damn, I mean, his brother sent an assassing after him. This guy's life sure as fuck is WAR) and they give peace to each other.