Do you remember the scene on the beach after they locked up Slade? I'm not sure it could be more straightforward without them plainly stating it.
Also, consider the fact that every female character Ollie has let into his "inner circle" has had some element of romantic entanglement with him, except for Nyssa which wasn't his choice. (Plus, she's a lesbian.) I don't think Ollie "recruited" Felicity with the intent of falling for her, but I really don't know how someone can say that they haven't been hinting at it for a loooooooooooong time. It started out as breadcrumbs, but now they're giving us the whole damn loaf.
As for Roy (And Diggle. And Tommy.), that's a whole other subject. Most of that is unintentionally homoerotic, but I wouldn't be surprised if some of it was purposely gaybaiting. (Not in a malicious way, but it's definitely a factor.)