Cio's been low key fanfic shipping herself with Allison since Book 1. Look at her reaction in this page. IIRC, Abbadon says that he was still working out Cio's visual design at that point. In Book 2 she outright expresses physical attraction to her during her drinking match with Vladok.
As for Allison, what we saw of the old one was basically 90% having an existential freak-out. And Cio's still insectoid from what we saw in the previous volume, but as a devil and therefore primordial chaos artificially given identity, her physiology isn't exactly consistent.