As the title said there is a hidden, happy ending for this pair.
How to Achieve This Ending
1. After talking to the Onyx swallows nearby and Elder swallow, the quest "Unbound" will start.
2. The quest's description said: "Head to the Yu house in Yanping". Instead of going to Common Realm Yanping (which the quest marker suggests), go to Yu's house Dream World Yanping instead.
3. Once you are there check out every interactable items in the house. The go inside the right door and interact with a piece of paper by the bedside and a pair of corpses.
4. Now go to Yu's house Common Realm Yanping. During the cutscene with Yue Sanlang in front of the house, 2 choices will appear.
5. Choose "Corpses and a prescription" for the normal ending. Choose "Wedding decorations" for the hidden ending.
6. Continue the Main story. Once you reach the clinic and the Onyx swallows give Cen Ying the Elder's letter, they will mention what happened to this pair :D
7. Of course, by saving her, you won't be able to fight her at the end of the game thus forsaken the "Dream Faded" achievement. It's best if you do the normal ending first. After you complete the game, you will be able to load chapter wise under "Load Game". This quest start in Act 2-9.