The Demon's Lexicon/Heartwarming

Annabel in The Demon's Covenant: "Get away from my son." Significant as it came just a short while after Jamie freaked her out by showing her his magic powers and she drove away. Also significant as the above line was delivered immediately after Annabel blindsided a dangerous and powerful magician with a golf club.
Alan immediately gets meaner and colder whenever someone insults his brother. And this coming from the nicest guy around.

Alan: [punches Gerald after he stupidly makes an insulting remark] Shut your mouth. That's my little brother you're talking about.

Nick spends most of The Demon's Covenant being his usual Jerkass self, and it's generally accepted among the characters that when he finds out Alan is plotting with Gerald to strip him of his powers, he won't take it well. Here's what happens when Nick learns the truth and confronts him:

Nick: Betray me ... Turn me over to the magicians, take the magic, do whatever you think you need to do, I do not care. But don't leave.

- What's great about this is that for most of the book, Mae and Alan thought Nick would be angry because he was betrayed. Mae thought Nick, who couldn't understand any emotion other than fear, was afraid that he would be betrayed by Alan. Wrong on both counts. Nick simply didn't want to lose his brother. When Alan realized that Nick freaked out because he thought he would leave, he immediately reassured him that's not going to happen. Ever. Because it was all part of a master plot.
- And it makes the scene where Nick is having a "how to act human" lesson with Mae and asks her if love is forever actually a bit of a tear-jerker. He's not asking just because she's curious, he's asking because he thinks Alan might stop loving him. And Mae tells him, quite truthfully, that love is sometimes forever but not always, like if you're not who the person who loves you wants you to be... Add that to the fact that Alan wants Nick to at least act more human (hence Nick asking Mae to teach him that, in secret, so Alan will think he did it on his own and be happy. Say it with me: awww.) and that Nick is kind of having a hard time with that and he must have obviously thought Alan was going to stop loving him or already had, and then when Mae brought up the magician thing he probably thought it was a way for Alan to leave him without feeling guilty about unleashing a demon.
When Black Arthur captures Alan and Nick and tells Nick that he is a demon and not Alan's biological brother, he questions Alan why he took care of a demon baby

Arthur: (sounding truly puzzled) Why did you even try? Do you think you actually mean something to it?
Alan: I don't know, how could I know? That's not the point. He means something to me.

Not apparent right away but when you realize that what Black Arthur was chasing after was Nick and not the charm, this conversation takes a whole new significance.

Merris: Take my advice, Alan. Nobody ever needs to know about this. Hand it (meaning Nick) over to the magicians. Walk away.
Alan: (in a voice twice as cold as hers) Take MY advice, Merris. Don't ever suggest anything like that to me again.

- This is especially heartwarming when you consider how Nick has been causing trouble for Alan all his life (ranging from skipping school to getting his father killed), not to mention his tendency to be mean to anyone who gets close to them. And yet, Alan was willing to sacrifice everything to protect his brother. He's now shunned by both magicians and the Market and called "demon-lover" and "traitor" by everyone. He even destroyed any chance between him and Mae to insure that his master scheme will go as planned.

Mae: You could have broken my heart and you wouldn't have cared.
Alan: (smiles a hurt little smile) I couldn't have broken your heart. You never liked me enough for that.
(Well duh. Since Alan caught her liplocking with Nick a few days ago)

- - What pushes this into Tearjerker territory is how Alan is genuinely a nice guy. It hurts him so much to lie to people, to the point where he believes that he is no good at all and that he must make up for it by doing nice things for other people. Sometimes, so subtly that they don't even notice until weeks later.
On the subject of what Alan had given up:

Sin: So, normal girls. And what were you going to do with Mae, after you saved her?
Alan: I was hoping she would love me.
Sin: She didn't?
Alan: It wasn't her. It was me. ... She liked me a little. There was some hope. But instead of being honest with her I lied to her for Nick, without a second thought. She was everything I'd been dreaming about, that I thought I could be happy if I found. She was the girl I could have had a normal relationship with, the girl I should have been able to trust. She was perfect. Which means there's something wrong with me.

- followed a moment later by:

Alan: I feel as if I made a bargain. When Nick and I were kids. I wanted, so badly, for him to belong enough in the human world. Not to be human, but to be happy, to have people around be safe and for people to love him. If he doesn't have a soul, I thought -- I wanted to give him mine. I feel as I did.
Sin: Do you regret it? For Mae?
Alan: No. But like I said. There's something wrong with me.

And then this is echoed by Nick later:

Anzu: Why would you want to help me?
Nick: For Alan. Because if I had a soul, I would trade it for his.

Daniel Ryves' journal is chock-full of this, featuring how he went from hating Nick to loving him as a son, and how protective and caring little Alan was of Nick.
- Alan dove out of a speeding car when Daniel tried to abandon Nick. We're talkin' about a kid less than nine years old! That's dedication for ya.
Pretty much a whole lot of Alan and Nick's relationship.

Alan: In two worlds, there is nothing I love half as much as you.

- And Nick's reaction after that:

Nick: Sometimes, I want to be human for you
He does, sorta.

- - Cue Nick spending half the book asking Mae how to act human.
- And then the end in TDS:

Nick: More than anything in two worlds.

Alan with baby Toby, which Mae finds adorable as "a basket full of kittens wearing bonnets".
- And then he offered himself up to Gerald so that Toby wouldn't be killed
Alan explains exactly why he refused healing for his leg:

Alan:The leg's part of who I am by now. It just happened-
Nick: Because of me!
Alan: Yes. Being your brother is dangerous. It was a risk I took, it was something I chose. I changed myself and the world to keep you. And you were worth it.
Nick: And if Gerald kills you, if he does worse?
Alan: Then you were still worth it.

When Nick was set free from his human body and relishing his freedom as a demon, he believed that everything has changed and that there was no going back. Two seconds later, he realized that he left Alan in a room full of angry magicians and immediately returned to Arthur's house. Doubles as a Crowning Moment of Funny.
Sin finds out Alan has been intercepting Gerald's attempt to threaten Nick through him. In return, Gerald has been torturing him through the magician's mark. He's been hiding it from Nick and trying to deal with it all alone. Sin finds out and thinks that Alan must be crazy to do so much for a demon:

Sin: Demons always take more than you can afford to pay.
Alan: Love always costs more than you can afford to pay. And it's always worth the price.

Alan's been hiding the fact that he was being tortured. Nick is not very happy when he finds out:

Alan:I won't have you a magician's slave.
Nick:Why not? What does it matter? I was one before.
Alan: That was before you were mine. Nick, if I do die. If it happens, I hope it won't, but if it does, it's all right. I'll feel all right about it if I can leave you safe behind, with Mae and Jamie. It will be like leaving behind a life's work. Do you know something? I remember snatches of things before you came, bits and pieces about my mother. But as far back as I can think in a straight line, from that point of my life to this, there's you, and wanting to take care of you. That's what I remember. It's all right.
Nick:I remember my life, before you. Don't make me live like that again.
Alan:Nick.
Nick: Nick, what was that, in the beginning, but some baby name you used because you heard Olivia call me Hnikarr. A demon's name in a child's mouth. Until you turned it into the biggest lie you ever told. Nicholas Ryves. As if there was such a person. As if I was a person. Who do you think I'll be, when you die?
Alan: I think you'll be Nicholas Ryves. You made that lie true for me. You've answered to the name, every time I called. I know who you are.

In The Demon's Surrender, Alan gets possessed by Anzu, and agrees not to fight the demon so his body will deteriorate more slowly. Everything goes smoothly ... until Nick gets Anzu sufficiently riled up and ...

Anzu stared at him, furious and disgusted, and lifted a hand to hit Nick, as if too angry to simply strike out with magic.
He raised his right hand to hit Nick, and his own left hand shot out and grabbed his wrist. Protecting his brother.

In TDL, when Nick and Alan have just finished the tracking spell:

Alan: Don't leave me.
Nick: I hurt you. Why would you want me to stay?
Alan: Oh, God, Nick! Can't you even understand that much?
Nick: If I stay, I'll hurt you again. He fixed Alan with his coldest look, the one that made everyone back away. Alan did not back away. He did not even look away. In the end, it was Nick who let his gaze drop. But I won't stay.

When Mae and Alan are talking about Nick killing magicians:

Mae: Do you mean - you're not scared for yourself. He'd never -
Alan: I'm not scared of being hurt. I'm scared of what he'll do. He could tear himself apart or tear the world apart, and next to those two choices what happens to me doesn't matter at all.

When Nick and Anzu are fighting on the rooftop.

Anzu: I'm your brother. Not him!
Nick: You're right. This isn't like fighting Alan. He's human and weak and broken, all the things you've said. And Alan would have cheated by now. He would have won. [Anzu stops smiling.] I know my brother when I see him.

- Made better by the original, deleted scene (released during the TDS launch chat):

Anzu: [with Nick's sword pointed at Alan's heart] Go ahead. It's a body like any other, to be used and thrown aside like trash. I've done this a thousand times before. So have you.
Nick: I remember.
Anzu: It's no different. He's no different. That you thought he was: that was the lie, that's why you're in pain now. Don't believe it, Hnikarr. They're liars, and this is the greatest lie of all. Don't let them make you into this. [Nick throws down his sword. Anzu steps closer.] It was all a lie. I'm your brother. Not him. [Anzu kisses him.]
Nick: Don't. Alan wouldn't like it.
Anzu: Are you stupid? Did they break you? It doesn't matter what Alan likes, or what Alan wants, or whether Alan would think you're a good boy. He's dead. I killed him. That's what they're for. They die. And they never matter.
Nick: I know they die. You don't think I was prepared for that?
Anzu: Then why?
Nick: If he was dead a thousand years. He would still matter. More than you ever did.

This, because it's what Nick agonizes over and wonders about all the time. Doubles as a Tear Jerker.

Anzu: He left you, you know. Your precious brother. We don't lie. You know I am telling the truth he never did. He left you a thousand times. He used to lie in bed daydreaming about he and his father driving off, getting away from you when you were a nightmare child with black button eyes. He used to not be able to sleep because he was scared of you! He worked with his leg hurting, and he thought about how much easier the struggle would be if he didn't have to feed you and your brother. He knew Mae preferred you, so many girls preferred you, and he resented you for that. He would get in the car and drive away and leave you for ten, fifteen minutes, driving out of the city never to come back, until he turned round. He meant to leave you. You took his life, and you took his chance at love, and he hated you, and he wanted to leave you!
Nick: But he didn't leave.
Anzu: No. But he wanted to. He should have. If he had, he'd still be alive, wouldn't he? I didn't kill him. You did. He would have lived, without you. He would have had a life, if only he hadn't wasted his time trying to love something that could never love him back.
Nick: Who knows? Maybe I did.

And then this gem from TDC, because it's what Alan wonders about:

Nick: You have to stay away from demons. Promise me.
Alan: That would be a little tricky, wouldn't it? You sound like the people from the Goblin Market. They think demons are nothing more than weapons that can turn on you. They say that when I freed you I made a terrible mistake.
Nick: Well. Maybe you did.

The end of TDS, when Nick gets Alan back from Demonic Possession:

Nick: Don't you ever. Don't you ever do anything like this to me again.
Alan: Okay, Nick. I won't. I promise.
Nick: You're just lying. You said you'd never leave. You always lie.
Alan: I know. I know. I'm sorry.
Nick: I missed you.