Well I think Erza all ready knows that jellal loves her.But,gray and natsu,to me, think of Erza like big sister.Remember when during the tower of heaven natsu कहा he looked up to her. So in a way natsu kind of कहा it. With gray I am not sure,but he feel some type of way. Gray had a weird reaction when Erza was bitten द्वारा Crobra's snake.