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 alisema he looked up to her. So in a way natsu kind of alisema it. With gray I am not sure,but he feel some type of way. Gray had a weird reaction when Erza was bitten kwa Crobra's snake.