Goes without saying that this applies to the same characters in the sequel, but the subset of the fandom that headcanons everyone as queer usually headcanons Harry as gay, with his behaviour and backstory in both films not really contradicting this headcanon.[[note]]Homophobia is his Berserk Button, as shown clearly enough in The Secret Service, and him claiming to the bigoted church lady that he has a boyfriend who works at an abortion clinic is probably his most iconic line (next to "Manners maketh man," but those are shared Arc Words anyway). By The Golden Circle canon, though, Harry has never gotten the chance to commit to any one partner, making it more ambiguous. Harry has shown no romantic or sexual interest in women and the closest thing to canon action he gets is being flirted with by Elton John.) Eggsy, on the other hand, is headcanoned and written as bisexual, not gay, by even the most fervid of Harry/Eggsy shippers, with his canon Chick Magnet status usually expanded to him being an any gender magnet, really. Roxy is typically headcanoned as bisexual or a lesbian.
With Merlin, it gets tricky... Although the Kingsman fandom on Tumblr, etc. does like same-gender pairings a lot and Merlin was never an exception, he was also pretty widely shipped with women like Roxy in some instances, apparently just to get Roxy out of the way for Harry/Eggsy even after Matthew Vaughn himself said in a magazine that Merlin would be confirmed gay if they got a sequel. When they did do the sequel, however, Merlin was paired with Halle Berry's character, Ginger, whom fans did receive well. Some of the response to the canon Merlin/Ginger ship is for Vaughn's 2014/2015 statement that Merlin would be a gay character to be suddenly taken seriously when it never was taken so seriously before, however. Fandom racism, in this particular example misogynoir, is recognised as the reason by fans who elect to support the pairing despite Vaughn's inconsistencies on Merlin's sexuality. Now, people who want to ship Merlin with Ginger while keeping Merlin queer go with bisexual as well.