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I do hope this will end with bittersweet ending. For all that Yeonjo and Heeryang started feeling for each other, there is too much bad blood and power imbalance between them to have a happy ending that makes sense unless the author pulled a miracle.
Sure, Heeryang was under the order of the King to massacre Yeonjo's family, but he went and did it anyways. He exchanged the lives of one family for his own gains, and he is not regretting an ounce of it despite facing the survivor and knowing how his life unfolded later. Yeonjo still lost his family and his birthright, he still had to live as a slave and sold his body just for a chance to save his only kin. The fact that he's smart enough to concoct a near flawless assassination from little information and his own cunning, Yeonjo could have grown up into an amazing official and have a bright future. Hell, Yeonjo is a cousin to the current king. That is how high his status was. So like, yeah. Yeonjo had all the rights to exact vengeance on Heeryang.
Okay, so let's talk about Heeryang. We know that Yeonjo's rant about not being trusted is partly a ploy to keep himself next to Heeryang until the right time, but that also said so much about Heeryang. If it's not clear yet, he's not a good person. Both in his morality (duh) and as a lover to Yeonjo. One way I view his affection and obsession to Yeonjo is a trophy. He has such a complex about birthright and status, he's keeping the son from a noble family he cut down despite obvious murderous intentions just so he can both literally and metaphorically dominate the highborns. Of course, that's not the only reason he's keeping Yeonjo around, but that is just such a fascinating thing with this man.
I have a feeling that Yeonjo's familial connection to the king might come up in the future. If for some reason Heeryang and Yeonjo are still together then, I could see the king ordering Heeryang to kill Yeonjo as a test of loyalty. That would be interesting to see.