The girls of Black Rose Valkyrie seem to all have their own problems that are shown through their “other selves” and the excellent soldier Yue Hiiragi is no exception. Here’s her character introduction video.
Simply saying that Yue is devoted and loyal is a bit of an understatement, as she makes it a point to let Asahi know that she won’t hesitate to sacrifice herself in battle as his subordinate.
In the next part Asahi is practicing at the shooting range and tells her that he needs to at least be able to hit the middle of the target once, or he’ll lose his dignity as the captain. Yue jokingly says that if he’s talking about dignity, that’s something he lost long ago. Even though she may be more on the serious side, it seems like you’ll see her throwing around the occasional lighthearted jokes.
The “other” Yue appears to be a lot more vulnerable than her normal self. She asks if she’s unneeded, and that she’s only good for helping Asahi by fighting so if she doesn’t have that, she doesn’t have anything. She expresses that she gets scared when she’s not given any orders, and practically begs Asahi to give her an order, and she’ll do anything he asks of her.