Nue and Sanae are a couple now (and have been for a little while now, but). I'm sure Grell could spin this in any number of ridiculous ways, seeing as Nue is a youkai and Sanae is a shrine maiden. They haven't exactly been hiding it, but Nue is still a bit shy about the whole thing, and like I said there is plenty of room to make up absurd things regarding the issue I think.