Yes, Fury is probably Flame's paired Lunar. The number of Lunars with a close enough bond with their Abyssal as to want to join up with the Deathlords, vs. just going nuts about it and continuously hunting and slaughtering their now-Abyssal buddies, is left intentionally vague.
It's implied in the game that at least one First-Age Lunar is close to the latter route when dealing with her Solar husband, so you better believe the Flame/Fury pairing doesn't happen every time. Outside of that, though, a lot's up to the Storyteller. At least one other Lunar/Abyssal pairing is depicted in the comic, and is just as twisted as you'd think.