Kazuma is the last of Bishamon's previous generation of Shinki. As a result, they have been at each other's side for a long while, and are close companions. Bishamon cares greatly for Kazuma. She views him not as a subordinate, but as a comrade and a friend, valuing his opinion and listening to his advice. She trusts him greatly.
However, upon discovering that Kazuma assisted Yato in his Purification Ceremony, she declared that he had betrayed her. Still, when given the opportunity to execute him, she hesitated, choosing instead to exile him. She was visibly distraught by his betrayal.
After learning why she forgave Kazuma and released him from exile.
Kazuma also calls her by the pet name "Veena" when talking to her privately. And this is a symbol of their long relationship together.
Centuries beforehand, Yato slaughtered nearly all of Bishamon's Shinki. Unbeknownst to her, it was at Kazuma's request, as his brethren had become corrupt and were infecting their master with Blight. This would spawn her lifelong grudge towards him.
Bishamon despises Yato. She has spent decades hunting him, desiring to end him, and anyone who happens to be acquainted with him. Her hatred of him drives her to be reckless and rash.
When she learns that Kazuma was the one who asked Yato to kill the Ma Clan of Shinki in order to alleviate Bishamon of her pain and blight. She decides to let go of her vendetta against Yato, declaring a truce with him. The two still have a rocky relationship and exchange barbs and punches with each other, but they are also more civil with each other and have worked together, such as when they tried to save Ebisu. Yato considers Bishamon his drinking buddy.
Bishamon is shown to respect Kofuku, and it is seen that they have been acquainted with one another for some time. While Bishamon accepted Kofuku's intervention in her and Yato's battle, and despite Kofuku's warning, she still persisted that she would destroy Yato when given the chance.