As for her support with Roy, I never really read it, I am vaguely aware she was a teacher of his or something?
Correct, she was his teacher in tactics before Bern's assault reached Lycia.
As for their support conversations it's basically as this:
C: Cecilia asking Roy for instructions and him still processing that she's under his command now, Cecilia reminding him that a good leader doesn't have time to ponder over statuses.
B: Cecilia suggesting Roy should rest when she notices he's tired, but he insists on moving onwards since time's not on their side and to aid the weak, over which she's impressed.
A: Roy wondering what Cecilia's going to do after the war, over which she states she's going back to Etruria to rebuild, and he asks if she could teach him again like in Ostia (the in-game tutorial sequence) over which she declines, stating he's far past that now and needs to have confidence, but will always offer her aid to him in times of need.
It really is one of those supports that has almost no room for romantic subtext out of the ones that feature Roy talking to a person with a vagina, so I think IS rushed to include those 'married Roy' epilogues for some of the characters. Even Thany/Shanna has more implications for actual romantic care in her support dialogue with Roy.
As for Cecilia as a unit, yeah she's not that bad despite her poor joining conditions. She has average base stats that besides HP a lot of them just barely reach over the double digit mark and in terms of offense potential Lilina easily outclasses her if you invest in her, but a major edge Cecilia has in her favor is being on a horse for ferrybot purposes. She's a nice filler unit if you need a decent staffbot to put Recover and Restore staves on and to chip in with magic offense.