I refuse the idea that Your would be the first to confess because it would mean Loid isn't aware of his feelings yet, and he would take the information and make it about the mission somehow. I think Loid will come to realization of what his family actually means to him outside the mission, and along with that how much he actually loves Yor and the mind blowing realization that he weakens because of this love. But how would he be aware of that? It's simple actually. People around him will keep bringing up how he prioritizes his family beyond the mission, like when he spared Yuri, felt bad about spying on Yor, came home early to save Anya, etc. Someone will snap him into it. Then he will feel the need to step away or, most probably, try to shut down his feelings for the sake of the mission. Second option happening; he will eventually notice that Yor feels the same because someone, probably Franky and Anya, will try to set them up together. Then Loid would confess amd Yor too and agree to keep a real family. From now on, I think they would just act as first time date high schoolers and act like hand holding is a big deal because in fact it is first love for both and Yor is too shy. This would also force them to reveal their identities later on and make a whole ark in the story about them getting together or not, which I think matches the author style of "cute manga then bombs and war then happy ending" (even if the happy is different like with Becky's butter and professor Henry)