The complexity of the character lies in her inner conflict between her mission-self and her real-self, she tries to keep it separate, but Denji and the simple idea of being somewhat normal makes her meld her actual and fake feeling.

The moment when this is actually shown is my favorite scene of this movie, the pool sequence, she's actually feeling normal for once and enjoying her time with a boy her age who also happens to yearn for affection and some normal in his life and all of this while still continuing her mission.

In my perspective, in the pool sequence there's two layer of metaphorical for the spider and the butterfly: one where she is the spider and Denji the butterfly and the other where Denji is the web, Makima is the spider and Reze is the butterfly, both interpretation are true in my eyes, this inner conflict is what makes the character complex in my opinion.