I forsee them being oldish friends then lovers, partially because they are the oldest out of all or characters so far. He knew her back when Lenna was still "Lawrence". Originally, Lenna was a drag creation that helped hide Lawrence's real identity during business transactions, but secretly ( because Lenna abhors the idea of being anything more than business) she knew that being Lenna (and fucking as her lol) felt more natural than as Lawrence. Until she came out she only shared these thoughts with Monty so now she trusts him to no end, even if her business hinges on gaining trust rather than giving it away.