Killala of the Glow? Yup, you only learn about her in Endless Nights, which also makes sense since the lovers whom Morpheus's retainers would know about would only be the ones whom he had met after they [retainers] were created. XD Also, I'm sure he would want to keep the affair with Killala to himself regardless, given how embarrassingly it ended - besides, it's not as if he's one to ever divulge his romantic secrets anyway. But in any case, his love-record, so far as we know, went Killala, Nada, Calliope, Alianora/Elianora, Thessaly. I think there's also speculation that Titania was one of his lovers, but I don't remember how much it was hinted at in the series.

*end babble*

*shuffles feet guiltily*

How about I give you a burnt cookie?