Never say never but I'm going to say that would be so involved and complex for so little benefit that it may as well be impossible.

I realized I was being too vague. To clarify, I'm essentially thinking about creating named characters and they would only respond to each other.

Still a no go?

It wasn't that you were vague. There's voice lines for when an enemy misses a soldier. You'd need to create something that monitored the game for when a voice line of that type was played and then play another voice line of a different type. As you want these to reflect a relationship you'd need to somehow distinguish that the "missed me" voice line was played by a particular soldier, identify who if anyone on the field has a relationship with them and so from which bank of voice lines to play the response, so it appears that soldier B is reacting to soldier A being shot.

I'd suggest picking something smaller if this is your first mod, regardless look here: https://old.reddit.com/r/xcom2mods/wiki/index

I'm assuming you've got the voice lines