To unlock an overlord's lovey-dovey ending, you have to max out their affection level before you defeat Trillion.

Hot spring events are largely random. They will only appear when an overlord is at max affection.

Defeat Agent on chapter 5 to unlock Elma.

Defeat Agent on chapter 5 to unlock Cerberus. Let Elma die.

Follow the conditions needed to unlock the true ending, but let Faust kill Trillion instead.

1) Max everyone's affection to 100% (including Zeabolos in the last chapter).

2) Accumulate 1.5 million affection points throughout the game. You will need every overlord to have at least 165,000 affection points before they die.

3) Defeat the Agent in chapter 5. He appears right before Ruche fights Trillion.

4) Elma must die during her first battle against Trillion. Do NOT retreat and do NOT defeat Trillion's current form with her.

5) Tell Faust to "Stop" in chapter 9. Don't let her book revive anyone.

6) Defeat Trillion with Zeabolos.

Use Zeabolos' death skill against Trillion to unlock his final CG.

Defeat Trillion with Zeabolos.

Unlock every overlord's hot spring event (9), beat the game, and create a save file with your completed game save data. Use it to start a new playthrough.

This group shot will only appear on your first overlord. If the CG doesn't pop up before she fights Trillion, you can reload a previous save until you get it.

Every overlord is dead.