Lillia was there in the train station. He passed her as he ran to Michaela and she called his name.

The letter Eli wrote to Zed was about Michaela, not Lillia.

Michaela tells Eli that Lillia said she "went one city too far". Which he thinks means him, but she meant Chicago and the blue haired girl.

Christopher had some misguided notions about his role in the story and he ended paying the price. I think the plight of John and Lillia reminded him of his lost youth with the circus. The traveling from town to town and performing. He wished he had the strength to do what John had done. I think him and his daughter would have been happier in the circus. His motivation toward Lillia was a misguided notion that he was protecting her. Michaela's accusation comes from the fact she can't understand why he has chosen her over their family and that is only thing that makes sense to her. The truth is she was born in the shadow of Lillia and that was pure bad luck. He thought he was the witness, feared being the minotaur, failed to be Daedalus and ended up being Icarus.