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Ty Lee's loyalty never wavered, not once, not even in that instant when, torn between two unthinkable options, she seemed, above all else, to be a betrayer.
Not even when she was led away in chains, imprisoned for treason, expecting never to see the light of day again, the threat of execution hanging over her head, did she for one moment betray Azula.
She is more like Mai than anyone will ever realize, and it is because of this that her loyalty to Azula has never faltered: she is loyal simply because she loves Azula more than she fears her.