She is in love with Zero but despises Lelouch. Kallen protests at the school rather than at the settlement. She is also apparently Zero's only soldier as only she helps him, such as when they rescue
Is Kallen in love with Lelouch?
Kallen's character poem in the Code Geass DVD reveals that she had fallen in love with Lelouch through her devotion to him and that if he had ever told her that he loved her again, she would've "followed him to hell".
Who did zero love?
When Zero drinks from Yuuki one last time, he essentially admits that Yuuki is his true love by confessing he only ever wanted her blood. The love between Yuki and Zero was clearly mutual throughout the series, whereas it becomes more one-sided with Yuuki and Kaname.