Loki 1.04 "The Nexus Event" is the most important "Lokius" episode. It's a masterpiece of subtext.
Loki: You betrayed me.
Mobius: You betrayed me.
Loki: Grow up!
Mobius: You grow up. (They will do it successfully eventually)
Loki: What am I? The God of Self-Sabotage, yeah? The God of Back-Stabbing?
Mobius: Just kind of an asshole and a bad friend.
Loki: I crave attention because I'm... I'm a narcissistic. And I suppose it's... It's because I'm scared to be alone.
I suspect this is why he fell for Sylvie, a love that it's NOT REAL: an "imaginary dagger. But keep in mind that Sylvie it's important to Loki because he sees himself in her, she's his mirror. He depends on his self-image due to his narcissistic tendencies and need not to feel alone. This kind of love it's not real. Loki needs to transform his emotional dependence in something pure and healthy. He can't answer to Mobius questions because he's really confused. He lacks the tools to comprehend fully what their "connection" is, that's why he hesitates in front of Sylvie. Only after he understands the nature of this bond they can destroy the Sacred Timeline.
Sif: You are alone and you always will be. (Guess who comes right after this sad moment to prove the contrary? )
Mobius: Okay, Loki. You ready to talk?
Loki: "You. You conniving, craven, pathetic worm. You did this". Right? (Guess who comes right after this self-loathing moment to motivate him?)
Mobius: What are you doing?
Mobius: Do you really think you deserve to be alone? Loki!
Loki: You told me to shut up.
Mobius: Do you believe you deserve to be alone?
Loki: I don't know.
Mobius: You better figure it out quick, because the next event the two of you caused, whatever that connection is, can bring this whole place down.
Mobius: So, I just have to trust the word of two Loki?
Loki: How about the word of a friend? (The "bad friend" grew up fortunately)
Mobius: And if you wanna save her (implied also Loki himself because of the "two Loki" previous reference) , you need to trust me. Can we do that?
Loki: Yes.
Mobius: You could be whoever, whatever you wanna be, even someone good. I mean just in case anyone ever told you different. (Loki is not alone)
Mobius speaks always words of truth.
These are the first important steps to build another "connection", based on a REAL foundation.
Loki: Is this hell? Am I dead?
Others Loki: Not yet. But you will be unless you come with us.
Again, Loki is not alone, Mobius' words changed him, he's learning to trust others people. Sylvie is not the only one who can help him to break the Sacred Timeline, that's why he was interrupted before confessing whatever he was feeling for her, it was not destiny (at least I hope).















