Celica would consider throwing her own life away just to save Mila. As she is about to fall into Dolath's temptation, the Masked Knight arrives to kill him. He ultimately makes her reconsider her decision when he takes off his mask and reveals...
Well whoop-te-do, Celica's thought-to-be-deceased brother was alive after all.
When he doesn't wear his mask, he turns out to be quite gentle and dorky compared to his serious attitude when he wears it. Even Mae points it out:
So it turns out Conrad escaped the night the villa burned, and he was living with that Hamlet guy growing up. From him, he learned swordsmanship and general studies. He was also entrusted with Celica's circlet to give to her when the time came.
From the base conversations and support conversations I read of him, Conrad is becoming one of my favorite characters in this game. While he may seem rather one-note with his attachment to Celica, I like how his dedication to her is a genuine familial bond and never reaches disturbing levels, unlike Camilla's attachment to Corrin which felt like she saw Corrin more than a brother. He also doesn't seem to be obsessed with Celica, unlike a certain other character toward Alm *glares at Faye*. I also like how he is two different personas depending on whether or not he wears his mask. Not very often in fiction you see a masked character hiding a gentle side beneath the mask.
He's also shaping up to be a pretty good unit thus far.