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Speaking to Entertainment Weekly ahead of the premiere later this year, Golden Globe winner Oh, 47, said "Eve and Villanelle's relationship progresses and deepens" in the upcoming season.
"Eve's state of mind is pushed to the absolute limit as she tries to contain the feral energy that is Villanelle," the Grey's Anatomy actress added.
And co-star Jodie Comer also discussed the relationship between the two characters next season.
"What struck me is what the stabbing does to Villanelle's psyche - what this says about her and Eve," Comer tells EW. "Does it make her believe that they have a very special relationship, or will she want revenge?"
The eight-part series Killing Eve was developed for television by Fleabag's Pheobe Waller-Bridge as an adaptation of the 'Codename Villanelle' novella series from English author Luke Jennings.
The unsettling drama has been hugely successful on BBC iPlayer and follows the relationship between a bored MI5 officer, Eve Polastri and assassin Villanelle.
This comes after Jodie Comer teased a big twist when the series returns next year.
Speaking at the Golden Globes, Comer, 25, hinted that the assassin's reaction to being stabbed in the final episode might not be what we'd expect.
"The story picks up right from where we left off," Comer told ELLE. "Obviously Eve stabbed Villanelle, let's not forget that, but what's going to be really interesting for the audience is how Villanelle reacts to that. It may not be as they suspect it will be."
The BBC has not yet confirmed a UK release date for the second season of Killing Eve but it is expected to arrive soon after the US release date of Sunday, 7th April 2019.
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