Looking at the position of the tail you could assume it wraps around Kronii

demu said:

Looking at the position of the tail you could assume it wraps around Kronii

Pretty sure Kronii is princess-carrying Baelz, given the position of Kronii's arms and the discrepancy of the height difference between the characters, compared to how tall they normally are. The tail is just where it would normally be.

Bae could have her legs wrapped around Kronii's waist too? But princess carry looks more likely.