Dance in the Vampire Bund implies this happened in olden times between Vera and Hysterica, and it's outright when Hysterica is exerting control over Nannami. There's even a few hints between Mina and Yuki. On the other hand, this is a vampire-genre series.
A few hints? Mina has called Yuki her closest confidante after Akira; meaning that she trusts Yuki more than people she's known her entire life, people she's known theirentire lives, and just slightly less than the man she loves. Mina has complimented Yuki's good looks on several occasions, and Yuki has been caught openly admiring Mina's adult form. They have begun bathing together; further, they bathe together at Yuki's apartment even though Mina is the head-of-state of a foreign power, meaning they are willing to risk an international incident to spend time in the tub together... and yes, there was Skinship Grope involved. The two of them have more chemistry than some of the actual couples!