I think Vicki and Nikita would have an amazing friendship, at least initially.
They would have great conversations and would look fabulous together when they do go out.
Nikita is a spy and Vicki is a former cop, now Private investigator. You can see how that is just messy. But let's play it out.
If their worlds were fused they would both fight hard to keep in contact with each other even though their Canon situations would try to keep them apart.
They would hang out every once in the while. Lots of sass, lots of heart. Both have entire worlds that that can never share with the other, so that allows them to enjoy their time together to the max. Everything stays surface level, but they both ground the other.
Nikita doesn't want to be a spy and a killer so she feels more human having a female friend not associated with Section One.
Vicki wants to take a break from the supernatural and tends to plan their outings for day to avoid having Nikita and Henry interact. Not only for Nikita's protection, but also because she doesn't want to risk them hooking up.
Henry can smell the death and gun powder on Vicki from her being in close proximity to Nikita, but he doesn't ask questions. It's not all the time and Vicki seems ok, so what would be the problem.
Nikita would inevitably fall under the scrutiny of her superiors. Vicki, and by extention Coreen, Mike, and Henry, would be investigated thoroughly. Any weird stuff she and Henry would get into would be written off as research for his books. No one would actually see his vampirism so she would pass the test and not be removed from Nikita's orbit. Even her handler, Michael, would be sent in to do a final assessment.
Nikita would be scared and passed, but not surprised at the intrusion. She would just be glad that she is allowed to see Vicki every once in a while.
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