When Romeo and P's dynamic can also be read as a very subtle love story
Disclaimer: It can also can be read as just a bittersweet reunion in-game and nothing more, so this post is for my muse's context, and not applicable to the game itself.
Rosa Isabelle Street - Before meeting Romeo, this piece is played, expressing the excitement of the residents (puppets) with P and him finally meeting.
Charity Market - After defeating Romeo, sadness lingers not just through the puppets, but this piece.
Fascination - The record's description states, "Do you remember the moment you fell in love? The moment when you were the only two people in the world. That splendid, magical moment when all your sadness was forgotten." And this record was taken from Adelina after fighting Romeo. This also plays a lot during P's time at Rosa Isabelle Street.
Julian the Gentleman - This is the most intriguing connection, and it happened just as P was heading to the Estella Opera House (still taking place at Rosa Isabelle Street). The quest centers around Julian and his love for Melody, a human and a puppet; a forbidden love so to speak, something that happens in the later part of the game as well. He even gives his regards and tells P that he might find true love someday, too. (And this is right before facing Romeo...)
Test Subject 826 - The lie P brought up that Melody left a message, saying she loves Julian actually manifests into the truth. This happens at the last leg of the game, where P's humanity is likely at the point of "Your heart is pounding". A good indicator that P has become aware of how it (love) feels.
Romeo offering his hand (in alliance) as the last resort amidst the chaos, and being affected by P's antagonism towards him.
P's heart/P-organ beating, and his appearance changing when Sophia brought up the necklace. His hair looking alike to Romeo's, carrying on his will (unbeknownst to P himself) to an extent. Even Geppetto was not pleased with this unexpected turn of events (underestimating P's growing humanity and eventual connection with Romeo.)
Arlecchino (King of Riddles) after answering the "Candle" riddle correctly, saying, "You know, I wonder... perhaps it's your connection to Candle. Ha!" And Romeo's other names in the original tale being "Candlewick"/"Lampwick".
Romeo's message/s at some points directly affecting P's humanity (Romeo remembering memories of the past and acknowledging P as his own person, when says "I'm Romeo, Carlo's best friend" at the end instead of "we're best friends" like in the beginning, and then Romeo finding out the truth, and P had to lie about the real culprit).
Being one of the two boss voices heard in the final confrontation with Nameless Puppet (his voice is clear whether it's New Game or New Game Plus).
P heading back to the Forgotten Time, helping Lea and rescuing Romeo. (But is left to ponder about the real fates of these two after returning to the Rose Estate.)
P hanging on to Romeo's clothing, locket, and as foreshadowing to the present time: the Puppet Prince's Imperial Crown.
Receiving Lea's "blessing" in a way, leaving Romeo in P's hands (telling Romeo to be happy, and not go on a vengeance-fueled quest for Lea) if he makes it out there alive.