It's sad and lonely. It bleeds emotion, and is just so perfectly... I don't know how to describe it. Honestly, this is how I feel about all of my friendships. This always happens. This was just written so well, so exactly how it is.
Well, Henna is weird, and Sir Ayren seems kinda fishy, but I'm sure there's more on that later.
I think I agree with melissak (again :3). I don't really know what it is though. Something to consider about the dresses is that they might have tried to give her less fancy dresses to help her ease into her new life. Less frills, less poofyness, less lace, but still soft and silky. Also, about how old is Lu?
Part of the thing with the name is the style your going for. Lu sounds (to me) like a name of a fantasy type world. Names like the ones melissak suggested fit the world, and the ones I would say most fits your style are Keon or Yusuf, although the others are fine as well. The names sound a bit too rich for a poor boy, especially if he's an orphan. I looked up some names (although I feel like that's never very satisfying), and I found a few that were okay.
Most of the others were kinda weird. Hope this helps!
This is so amazing! I love the flow!
This is something I really needed right now. It's amazing! Keep writing!
This is pretty good so far! The main thing about your story that I would fix is that you say her name very often. Personally, I have a problem of saying 'he' or 'she' too often, but you say her name a little too often. It's probably just the one spot at the top of the story ("... Pricking at Aniya's nerves, repeating every few seconds. Aniya's breath...") and it threw me off, making me see her name more prominently, but it bothered me. Sorry for the long criticism. Keep writing!