Given their different backgrounds, I think they could have bounced off each other in an interesting fashion, and definitely had a friendship of sorts - though how well she went under wing would vary, depending on clan expectations. ;)

Griselda dies in your arms when you first start Odin Sphere! not!Griselda will...not be dead, at least not in the timeline I'm currently leaning on - that being the equiv of pre-OS, to start. However, that leaves things open for her death later (likely a player plot) and the recovery of the BNW equivalent of the psypher spear (also a player plot, probably).