Despite having admitted earlier that the two have feelings for each other, Wendy and Axe do not get together in the season 5 finale. Bobby decides to escape the situation and go on the run and Wendy chooses to stay with her children in New York.

Did Wendy and Axe sleep together?

Wendy's Likely Affair with Axe

It didn't happen, but Wendy Rhoades (Maggie Siff) did indeed sleep in her boss' friend Axe's house. Wendy owes Axe a favour after he helps her restore her medical licence.

Who is Axe's new girlfriend on billions?

Kate Sacker Played by Condola Rashad - Billions | SHOWTIME.