I have a very strong theory that Rio has been secretly meeting nicky for all that years and that is why nicky doesn't look afraid to her when she come to take him with her. And the two kisses he gave to agatha before he leaves, i think it is one from him and one from Rio. 

About agatha and rio, i can cealry see rio's been waiting for agatha to forgive her all these over 200years. She is still waiting for her but she act like she never loved her. She could've left her with the spell wanda cause but she let her remember herself and let her hate her even tho all she did was her job. Even after the last time she didn't say 'Te Veo' becus she finally accept that Agatha would never forgive her(she is actually but she is just afriad to move on so she just choose a victim to blame on and that is the love of her life whos rio ) and after the kiss of death, i can see through her teary eyes, she definitely not expect Agatha would choose this option and she realized she've just lost something that she called it love and her everything.