User blog comment:IamJakuhoRaikoben/Chapter 390: The Story of a Boy, Review./@comment-24066070-20140627101308/@comment-7418318-20140627102522

We never saw Deliora actually mourn at the grave, we just saw him being there, so it could be anything.

Maybe he symbolically put his previous body to rest there, because he liked it so much. Or it could be the grave from which he dug up Silver's body. Or a plentytude of other possibilities.

With Natsu I've come up with two theories, in addition to the one you mentioned before.
 * 1) He thinks that Natsu is responsible for thawing Deliora up or was at least involved in the process and thus is grateful to him. With Natsu clearly being good friends with Lisanna, this gratefulness enxtended to her as well.
 * 2) He was trying to ingratiate himself with the Fairy Tail members so he could get close to Gray for his revenge. The "Natsu of all people" comment might have meant "Him being delivered to my doorstep? This is a great opportunity for me."