Willa is the Governors Daughter...not Andy's. Andy had some half fairy children, 3 of them died and only 1 survived, if im not mistaken. Their blood was harvested by Bill/Jessica and I think Jessica killed 3 of the 4 when she lost control and fed on them.
I don't think he wanted to release her but clearly isn't as attached to her as he was to Pam. He thought he was dying and most likely granted Willa her wish because HE WAS A SHIIIITTTTY MAKER TO HER and he thought he was dying.