User blog comment:B214/Volume 22 spoilers/@comment-187.195.231.221-20160727171101/@comment-9595671-20160727230646

Lilith's relationship with Issei is still ambiguous mainly because their lack of interactions, the best moment I recall is when she was briefly with him in Volume 16, I think Issei bought her food when she couldn't buy it herself.

So there's atleast something, she just hasn't had the proper time to really talk and learn more about him like Ophis did. With the new loli trio, she'll likely get more involved with Issei through their antics.

Speaking of, is Kunou aware "Phis" is actually Ophis by now?