Almost all the girls have their own secret. However, it's most of the time something that the protagonist discovers quite easily with the help of the glasses.
But some secrets can be discovered only late during the game... Here they are.
Spoilers alert, of course...
Anael knows but say nothing
Revealed in: spell ready event (occurs after Anael reaches level 4), if the protagonist chose to warn Anael about the corruption of the spell.
Anael knows perfectly that the protagonist has corrupted her spell on Lily’s request, but she pretends not knowing that. She is just giving him some times to let him chose by himself between Good and Evil.
Rin’s unsuspected nature
Revealed in: Lily plan event, after Lily reaches level 2.
Revealed in: Naomi confession event, resulting from Lily plan event.
Rin is not Naomi’s natural daughter. When she was 18, Naomi met an unknown woman in Eastside park who was about to throw her newborn girl in the lake. Naomi has intervened and promised to the stranger to take care of the baby as her own. She doesn’t know who this woman was, and Rin doesn’t even suspect that Naomi is not her real mother.
Emiri’s dark fate
Revealed in: Emiri’s 4th obedience event.
Emiri isn’t born as a human. During centuries, she was a succubus, playing with men on earth like Lily does. When she has fallen in love with a human and became pregnant, she became a simple mortal. When her lover died, she was enraged and bitter: when she was about to drown her, she abandoned her baby to a stranger who was actually Naomi. Nobody knows that Rin is Emiri’s daughter.