I don't know about Lorne/Fred romantic moments but they had a nice friendship. They shared an in depth knowledge of Pylea including the language.

And there was Lorne's statement in A Hole in the World (I believe) when he says that Fred had once told him, with no prompting, that she thought many people would choose to be green if they could...and his shade if possible.

Clearly, peace loving Lorne, would kill for her.

I don't know, though, if the chemistry was of the romantic variety.