Not seen this latest episode yet but Harold is my favourite character, as well, and I did feel my loyalties divided a bit when the show (and the Machine) started to focus on Root a bit more. I've warmed up to her a lot, though. I mainly want to know what the Machine thinks of Harold at this point. For example, I notice that I started to like Root a lot more when she said that Harold has the kind of relationship with the Machine that he wanted to have and that the Machine respects that. I guess because it means that the Machine isn't picking favourites?
All of this is just descriptive, by the way. I'm just trying to analyse my emotional reactions to characters and story events, I'm not saying this is how things should be or anything. It's just kind of interesting to see how this stuff works.