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Hunter first encountered Sapphire in Roc Woods being harassed by a mob of irritating Octorocs. She was not harmed as she skillfully dodged everything that was thrown at her, but she also had no opportunity to flee. Hunter chose to end the stalemate and proceeded to fend off her assailants and expected her to run off once she could, but in a most peculiar turn of events, she not only didn't flee, she actually seemed excited to see him, as if she'd found an old bruise covered friend.
Her companionship was very interesting as she seemed to pick and choose when she was around, being able to vanish or return on a whim for seemingly no reason and for no known periods of time. That said, when she was indeed around, Hunter knew things were generally going to go well for him, especially if she performed the ability Blupee were known for in shedding off rupees from their fur. He had no way of knowing how much she'd shed off at any moment, just that she'd occasionally stand up, ruffle her body, then shake like a dog, making the gems scatter about.
Hunter did admit that another perk of her being around was that she was a very cuddly companion for cold nights.
He took to naming her Sapphire mostly due to being at a loss for what else to call something that was both the color blue and a notably valuable companion.