Spy x Family season 2 was primarily focused on Loid Forger and his personal mission on eradicating Donovan Desmond. While Loid and W.I.S.E were fleshed out a bit more, we were introduced to a brand new character: Fiona Frost; A.K.A Nightfall.
Fiona is a cold, stoic and laser-focused W.I.S.E agent who knows Loid very well. But underneath that frosty (pun intended) exterior is a warm and gooey heart that flutters fast for Loid. To say she loves him is an understatement. So just who is Fiona Frost? How does she fit into this chaotic story and how did she get here?
Training Days
Agent Twilight (who is currently under the guise of "Loid Forger") works at the agency W.I.S.E. This acronym stands for Westalian Intelligence Services' Eastern-Focused Division, an intelligence agency that trains and uses secret agents. Just like Loid, Fiona is a W.I.S.E agent; and it just so happens that Loid trained her. A key lesson that Loid imparted to her was to be completely emotionless. He taught her that a good spy does not wear their true emotions, as it makes them vulnerable. Fiona took this lesson to heart, and remains utterly unexpressive to this day.
Fiona Joins Operation Strix
We first see Fiona at the W.I.S.E safehouse, talking to the Handler, Sylvia Sherwood. She assigns Fiona to assist Loid with Operation Strix as a joint mission. Fiona reflects that she if she was available earlier, she could have played the role of Loid's wife. Sylvia tells her that if he were to change wives now, it would jeapordize his working relationship with Eden Academy and their neighbors. Fiona, internally, hates the sounds of this because she would do anything to be Loid's wife (real or otherwise).
Suspiciously, Fiona utters how unfortunate it would be if the current wife were to leave the role, to which Sylvia warns her not be scheming anything. She communicates with Loid from now on as a staff member at the hospital he works from.
Fiona vs Yor
A hanging question throughout the anime is whether there is a spark between Yor and Loid, and the introduction of Fiona might just answer this. One day, Fiona delivers Anya's magnifying glass that she left at the hospital, to which Yor answered the door. She introduces herself as a colleague from Loid's work. They are now alone in the apartment, which Fiona was counting on. Fiona's mission, other than Strix, is to eliminate Yor so that she can take the role of Loid's wife instead. After chatting and studying Yor, she ultimately decides not to physically get her out of Loid's life, for it would be better if she did that on her own.
As part of her strategy, she applies pressure during their conversation by asking difficult questions like if Yor is handling being a mother. In typical Yor fashion, she cheerily responds positively, stating that she and Anya have a lot of fun together. She also admits that if she was good at more things, she could be an equal homemaker to Loid. Fiona jumps at this moment of vulnerability to lie, telling her that Loid often complains about her at the hospital. At this point, Loid, Anya, and Bond come back home from their walk.
Fiona's Real Feelings
Naturally, Fiona and Loid know each other from their medical covers and training at W.I.S.E, so they don't need to pretend like they are strangers. Fiona keeps up her icy exterior throughout her interaction with Loid with their secret language, however little does she know that the pint-sized Anya knows exactly her true feelings towards her Papa despite what she is putting up on the outside. Through Anya's mind-reading, we learn that Fiona is hopelessly and completely in love with him. To Anya's utter disbelief, Fiona's thoughts are excitable, giddy and bursting with love for Loid. Fiona's thoughts are squealing with adoration for her adoptive father, and Anya can hear all of it.
Unfortunately for her, Anya can also hear her real feelings towards Yor. She can see that Fiona wants to be Loid's wife and is plotting to usurp Yor to do so. As a response, Anya's behavior changes to display exactly how much she enjoys her Mama's company and how much she loves her. Fiona is paying attention to this, and Anya knows she is. Fiona also compares how she would mother Anya, mentioning how she would drill and train Anya into the perfect Stella-winning scholar, only to have Anya dig her heels in deeper with showing how she clearly favors Yor.
After infiltrating the underground tennis game Campbelldon to further Operation Strix, Fiona challenges Yor to a tennis match when she drops Loid off with his family at the park, for she believes that Yor must be physically capable to withstand anything during their mission. Not only that, but Fiona is clearly extremely jealous of Yor and wants to prove she's the alpha-female. She taunts Yor to serve with everything she's got, under the nervous suspecting eyes of Loid and Anya. To everyone's shock. Yor smacks the ball so hard that even though she failed to send the ball to Fiona, the ball shattered into pieces in the same shapes as the netting on the racket. On her second attempt, Yor sent the ball flying across the field at a lighning fast speed with the force of a tornado. Even though Fiona tries to send it back, the ball breaks through her racket, which brings her to her knees in disbelief. Fiona vows that Yor will not best her and that she should enjoy her life, it is quite ominous, to say the least.