For me initially Nan Heng was a toxic character, but later his other side Li Shilui and all the betrayal and danger he is in is shown I got to know the character better.
Song Yimeng is from the modern world, and ep1 shows her to be a slacker and someone who just wants to enjoy the money and luxury. Unfortunately nothing much else is shown about her character.
Personally from whatever was shown in the drama, I feel Nan Heng is better suited with Song Yiting. She cares for the person she wants to be with (as shown in episode where she got couple clothes and masks ready for Shangguan He masquerading as Li Shilui). She is grounded which can be a stable opposite for Nan Hang's temperament. Nan Heng would also have a political ally in their father (which was the reason he wanted to approach Song Yimeng).
I would be interested in how their love story developed.
