SEASON 1

Shirley and Milly are very close friends.
I can't say that they are best friends, because I can feel it just from Shirley. But Milly is the kind of person that is always near her friends and helps them, as so she does with Shirley.
In fact, Milly is always there to comfort her or to give advices when she needs. The most of the time, the matter is her love affair with Lelouch, and Milly cheers as she can, and does her best to be sure that her friend will be happy.

Usually, they're always together, when they make parties with the Student Council, or just to make a trip or share a moment, or a suggestion. Milly is the person who tried her best to help Shirley when her father died, she was the only one that told her to be strong and to cry the most she could.
Milly is always easy-going and always kid, touching Shirley's breasts! XD

SEASON 2

Milly and Shirley are always together and very close, after one year.
The matter is another one. Milly always tries to help Shirley with Lelouch. In the third episode, she stalks them when Shirley and Lelouch have a date, and she looks happy. They talk very much evem because Milly finally wants to break with Lloyd and has to get graduated.

In the party she make, the Cupid's Day, Shirley is there to conquists Lelouch's hearted-hat, but at the end of the episode, when she did it, Milly is not really happy, because she wanted that (she's in love with Lelouch too, yes) and make a happy/sad face because of that.
Anyway, even if Milly works and is not at school, they often keep themselves in touch (we see that they're talking on the phone in TURN 12).

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