Liz (spoilers)
After rewatching the Director's Cut for a second time I noticed something about Liz.
When Jo finally got the courage to give Jerome the letter declaring her love of him; Liz stops her and tells her to wait until Friday because "he's always in a good mood on Fridays." When Friday comes and Jo still is adamant about giving him the letter, she finds his uncle there instead who informs her that he has left the country and married Liz.
Liz must have known that even then, Jerome was also in love with Jo. But with their "declaration of war" neither were willing to admit it. Not only to each other, but probably to themselves. When Liz saw Jo hovering over his empty office and looking, lovingly, over just his things, she probably knew that if Jerome knew of her feelings that she would lose him. So, she lied. I would even bet it was Liz's idea to leave the country and get married.
It makes me wonder if Jerome had gotten her letter that their lives would have taken a different path or ended fairly the same.
With that being said, the ending in vol II shows Jerome's same anger toward Jo when she had initially refused him in the elevator. I think he beat her because of his own anger towards himself for loving her so much but not being enough to keep her. And Jo possibly the same. Although she points the gun at his head and pulls the trigger, she didn't rack it. And admitted to knowing better. Killing him meant finally putting an end to their tortured love affair. But, she couldn't do it.
As far as Jerome's affair with P; whether he knew she was Jo's protégé or not is unsaid. But, the 3 + 5 with her in front of Jo was, I feel, a combination of a "*beep* you, you're replicable," with a "you're all I wanted, so I have to replicate you."