In one episode Yuuri, Wolfram, and Greta are in bed. Wolfram is pretending to be asleep, while Yuuri reads Greta a bedtime story. As they're reading, Wolfram unexpectedly finishes the line in the story, even while his back is to them. While Yuuri and Greta stare at him in confusion, Wolfram reaches back and takes Greta by the hand without saying a word. This being after Wolfram spent a lot of time shunning Greta for being human, for trying to kill Yuuri, and for hogging a lot of Yuuri's attention.
In episode 56, Greta and Beatrice make a Fathers Day cake for Yuuri and Wolfram.
Whenever Wolfram lets it show that he really does care about his Half-human Half-Demon brother Conrad.
An odd example perhaps, but when Wolfram goes off to find Yuuri after the latter disappears he mysteriously stops getting sea sick. A sign of how much of his attention is dedicated to the missing Yuuri.
In the snowstorm episode, Wolfram and Yuuri are alone together and Wolfram begins to think that Yuuri has been infected by a miasma that causes someone to stop trusting people. He resolves that even if Yuuri turns on him he'd happily die if its Yuuri.
When the Francia forces come to take a runaway Conrad back into their custody, Wolfram is the first one to reach for his sword. He was seriously about to fight a small army to make sure his brother wasn't taken away again.
Gwendal, Conrad, and Wolframs mother has some very loving moments with her sons.
Miko/Jennifer putting on a diving suit and jumping into a lake in order to attempt to get to the other world to make sure her sons were okay.
After Wolframs heart is taken to open one of the forbidden boxes, the usually stoic and in control Gwendal is seen shaking in rage.
Later on he voices he usual misgivings to the recklessness of Yuuri's intentions, and that by all rights he's supposed to do whatever the "Great One" wishes even if it means destroying the kingdom simply because its always been that way. But he backtracks completely when he also confesses that it is impossible for him to let Wolfram die.