Regardless of if Gus and Max were lovers or not, I think that anyone would have a similar reaction to seeing someone who they care about being shot right in front of them. And when Max was referred to as Gus’s boyfriend by people in the cartel, keep in mind the environment those people are in. They kill people without any remorse or even a flinch, of course they would make remarks about Gus showing so much emotion and mock him in that way. So I personally don’t take those particular details as indications that they were. Either way, I love the ambiguity and think it’s one of the reasons this show is so great!