A sadistic Princess should have a sadistic knight.

Captive.

Sougo furtively bypassed the statue-like guards, not in the mood to indulge in conversation. His status and appearance was prevalent in the country. And he couldn't help but feel bittersweet emotions. He was once hated for his face, and now he was  loved? Was it because of the princess? Or was it because he matured? Ultimately, the truth couldn't be deciphered. At least not by him.
The broad horse beneath him thumped the ground with impatient hooves as they neared the kingdom(two days after his leave from the castle), eliciting a raucous neigh. Sougo felt the guards turn, defensive stances mechanically twisting their suited bodies. For all he knew, what lays beneath those formidable scraps of polished metal was nothing but a spiritual puppet. This outrageous theory was promptly debunked as one of the suits of armour interrogated him.
     "Who are you?! Remove that hood immediately!"
     "Whoa. Tight ship you run around here," he remarked jokingly. It wasn't well-received by the guards. They pointed steel rapiers menacingly at his throat. He didn't flinch.
     "Take off that hood. Or we'll slice it off you. If we get your head in the process, blame your choice of being stubborn."
     With a jaunty shrug, Sougo smirked, although it was hidden in the shadow cast over his face. "I'll do just that. If you're lucky enough to catch my head in that pathetic, steely, pin needle of yours."
The guards tensed with rage, drawing back their rapiers with a dry clatter before shooting them back out with prodigious speed. Sougo dodged it with ease.
     His hand twitched to pull out his katana, but he halted his actions. I'm here on behalf of Danna. I shouldn't create a dispute between our kingdoms. "I'll take off the hood. Only if you keep my presence unknown."
     "We'll decide that once we see you," they said, unmoved.
Calmly, he scanned his surroundings. Mountains towered over them on either side, and the small gap between the snow-covered landscapes laid the gates to the Yato kingdom. If he fakes the act of removing his hood, maybe he'd gain enough time to scramble up the hill. He gave an imperceptible shake of his head. Then, as if something poured over him, he had an idea.
    "I'm going to take it off now," he announced dryly. As the pads of his fingertips met the cotton of the black hood, he jumped on the back of his horse, hoisting himself over the steel gate and landed gracefully on flat feet. He combed the mane of the horse before bidding it farewell, dubbing out the furious howls of the guards with the scraping of his shoes against the gravel.
...
Kagura's strength was horribly depleted. Drafts of chilling wind would graze her colourless skin, and tremble the now brittle bones that hid beneath. Her lips, once an alluring rose, dulled into a dark, greyish purple. Her withdrawn, cerulean depths shone with no more adamant determination, and was replaced with a dim, morosely hopeless glimmer.
     The iron door creaked loudly, piercing through the silence she had grown accustomed to. She grimaced, "what do you want."
     "Have you lost your stubbornness?" The man questioned tauntingly. A calloused hand ran down the much too pale skin on her cheek. "Look at you. You're suffering, yes? So don't fight it anymore; join me. I'll feed you, treat you like a comrade, and you'll be happy. The friendships here are nice."
     She shook her head weakly, as if it pained her to do so. "Un... Uninterested..."
     The man implicated his frustration with a heavy sigh. "Damn your brother for making me do this," he said, more so to himself than to her.
     "I.. Don't have a brother," she rasped irately. The chains that bound her feet jingled as she brought her knees to her chin. "Let me leave. I have no skills that could be of use to you."
     "So you are unaware of even your own abilities. How shameful. Well-" her vision was not dependable, but she deduced the man had moved closer to her, evident by the swishing of silk robes and the closeness of his voice. She tensed as he talked into her ear. "-I'll be going now. If you die, your brother will go on a rampage. So I'll bring food. It's not the best, but it's sustainable."
Upon his exit, she rested her head against the iron pole behind her, shutting her eyes tight. She was suspiring heavily, as the room which she(hopefully only temporarily)resided in held a certain humid, static air, making it near to impossible to breathe in. There was no food or water, either.
This prompted her to darkly assume she was on the verge of death. She felt her mind slip out of her fingers, fluidly moving through them. The quickness in which she rendered thoughts came at intermittent levels, sometimes thinking up detailed plans, and sometimes forgetting her very own name. She was going borderline insane. She wanted to cry, but her brain's signal to do so was cut off- abruptly stopped and transfixed by the shadowed man. Yes, he was in her mind now too. Tormenting her both in and out of reality. And now she can't even differentiate. She can't grasp the context of what's happening and what isn't.
I'm going to die... Sougo, please... Find me...
...
Sougo whisked through throngs of people, minding the large patches of ice. He wanted to see her again. The lovely princess. Well, sometimes she's lovely. But he wanted to be sure that she was here with him. He wanted to see the princess in his room. The one that declared the rules of the king obsolete. The one that treated him not as a lowly bodyguard, but as a worthwhile friend. The one that wasn't fearful of getting in a hellhole of trouble.
He clenched his fist and accelerated further. If I'm correct, Aneue said that the Pirates often kidnapped princesses. With this little amount of information, he raced onto a boat and began to sail. The midnight air was icy cold, and the moon was a mesmerizing white, reflecting off the calm waters with ethereal effulgence. I'm going to find you. And once I do, I'm never losing you again.