Cassandra is seen to hold a lot of respect for him, she continuously refers to him by his title, rather than only his name, indicating that they don't have a very intimate relationship. However, she is visibly horrified when faced by Carvajal's death and is seen grieving deeply for him, hinting at that she did care deeply for him.
In a flashback of Cassandra's, Carvajal is seen speaking to her. He touches the subject of dying in war and still feeling happy and at peace, at which Cassandra pulls a sad face. This could mean that she wasn't as obsessive over achieving "final feliz" as him and was deeply concerned for either him, everyone affected or both.