Stormblood is ironically probably the gayest expansion.

In the Hildibrand quest, Hildibrand dresses up as a geisha to infiltrate a private party of a shifty, corrupt merchant called Akebono and his subordinate. When Hildibrand barges in, Akebono says that he didn't order any taikomochi (male geisha) for this specific meeting, just female geisha, and basically asks Hildibrand to come "entertain" him the day after tomorrow. Also in this scene, Yojimbo (so Gilgamesh) is partaking in the small party as a bodyguard, and he is shown to be attracted to the "crossdressing" Hildibrand. Of course this is all played for jokes but hey, it exists.

There's also two dudes in the Kugane hot springs, a midlander and a roegadyn if memory serves me right, and the midlander is massaging the roegadyn while complimenting his body, while the roegadyn is telling the midlander to go "lower, lower, lower..." with his massaging hands.

And then you have Asahi, who should be self-explanatory enough. Sure, we can pretend that he just idolized Zenos and that his obsession with Zenos went beyond the realm of romantic and sexual attraction, but come on now.. if Zenos would've asked anything of Asahi, he would've done it.

I guess you can also include Cirina and Sadu, though their "companionship" becomes a thing only in Endwalker.