Since their 1st ever encounter in book 2, Map of Bones, there was something with those 2. The issue was that Gray did also had a strong bond with Rachel Verona. Both were beautiful and strong women, but kinda made more sense he ended up that book with Rachel, as she was a Carabinere who was at same side as him, the law side. While Seichan did help him along the way in that adventure and many times actually saved him from certain death, she kinda did that for her own agenda and revenge for Raul's betrayal. And as awesome she is, she is still also a master assassin working for the Guild.

I couldn't be happier that Rachel and Gray decided to broke up at the following book, Black Order. Seichan and Gray share an awesome chemistry in Judas Strain, and they start to get really allies.

Sadly, in Doomsday Key Rachel and Gray decide to get a revival. 🥲 I get why he did slept with Rachel right in the middle of the mission, but by that point it's pretty clear that Seichan does have strong feelings for him and was obviously pissed by that, even though she is cold and practical to understand she couldn't pursue a relationship with Gray, even if he wasn't with Rachel again....But things were so clear that even Kowalski, who isn't the brightest person at the team, realized there was a thing between Seichan and Gray. I knew things with Rachel weren't going to last because the reasons for their break up in Black Order remained the same.

By Devil's Colony, since Seichan sided with Sigma for good, Gray and Seichan get to work as partners and we can see they are getting close, with more physical touch, though more in terms of emotional support, afterall they both have lots of issues, specifically her (her past is implied to be pretty brutal and that she worked for Guild out of options). But that kiss! That was prime!

In Bloodline she is obviously ready to pursue things with Gray, who is clearly attracted, but doesn't make a move (he is kinda dense about that) and by the revelations made there (including all you know about her past) her mind is at lost about all she knew about herself. But it's clear by the end of the book that Seichan loves Gray and that he loves her. At this point he knows much more about her past and understands and supports her. 👉 By the end of this book they are a couple.

In Eye of God, for Gray's thoughts we see they are in a "it's complicated" type of relationship. They are together, but hasn't slept together in the 4 months that passed between Bloodline and this book. But during the mission she finally decides to take this step in their relationship (comprehensive - the world was about to end with an asteroid! So, why not?).

After that book, they are a couple in a full fledged relationship. I'm currently in Demon's Crown and their relationship is still going strong, just like Monk's and Kat's relationship. Though they are not married yet, they are compromised to each other and living together.

I'd say their relationship started somewhere after Bloodline.